+356.7%
KEY vs CBOE
+1,045.3%
-688.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -3.6% | +5.8% | +3.5% |
| 30D | -3.0% | +5.1% | -8.1% | -5.1% |
| 3M | +3.3% | +4.6% | -1.3% | +0.2% |
| 6M | +9.2% | -0.3% | +9.5% | +6.3% |
| YTD | +10.6% | +19.8% | -9.1% | -0.8% |
| 1Y | +20.4% | +28.4% | -8.0% | +4.4% |
| 3Y | +121.8% | +104.1% | +17.7% | +46.9% |
| 5Y | +41.1% | +150.9% | -109.8% | -18.2% |
| 10Y | +168.5% | +393.5% | -225.0% | +8.0% |
| All | +356.7% | +1,045.3% | -688.6% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling