+17.6%
KEY vs CBOE
+24.1%
-6.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -2.1% |
| 30D | -3.3% | +2.0% | -5.3% | -3.1% |
| 3M | -0.2% | -4.2% | +4.1% | -0.6% |
| 6M | +12.1% | +1.2% | +10.9% | +13.3% |
| YTD | +8.4% | +15.4% | -7.0% | +10.0% |
| 1Y | +17.6% | +23.5% | -5.8% | +19.5% |
| All | +17.6% | +24.1% | -6.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling