+169.3%
KEY vs CBOE
+385.3%
-216.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | -3.3% | +2.7% | -6.0% | -4.4% |
| 3M | -0.7% | +0.7% | -1.4% | -2.1% |
| 6M | +12.5% | -2.0% | +14.5% | +10.5% |
| YTD | +8.4% | +17.1% | -8.7% | -1.6% |
| 1Y | +18.4% | +26.5% | -8.0% | +3.6% |
| 3Y | +123.3% | +96.1% | +27.2% | +48.9% |
| 5Y | +38.8% | +149.3% | -110.5% | -21.9% |
| 10Y | +169.3% | +386.5% | -217.2% | -5.2% |
| All | +169.3% | +385.3% | -216.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling