+341.4%
KEY vs CBOE
+1,317.1%
-975.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -0.5% | +6.9% | -7.5% | -3.0% |
| 30D | +6.7% | +24.1% | -17.4% | -2.0% |
| 3M | -4.6% | +30.9% | -35.5% | -14.7% |
| 6M | +2.6% | +5.9% | -3.3% | -1.7% |
| YTD | +7.0% | +48.2% | -41.2% | -12.1% |
| 1Y | +23.5% | +43.5% | -20.0% | +2.8% |
| 3Y | +126.4% | +117.0% | +9.4% | +49.0% |
| 5Y | +13.0% | +203.4% | -190.3% | -39.0% |
| 10Y | +99.5% | +515.9% | -416.4% | -26.7% |
| All | +341.4% | +1,317.1% | -975.7% | -5.0% |
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