+59.6%
KEYS vs CBOE
+39.5%
+20.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.3% | -6.6% | -6.3% |
| 7D | -14.8% | +7.7% | -22.5% | -13.6% |
| 30D | -25.6% | +24.4% | -50.0% | -23.5% |
| 3M | -16.2% | +20.0% | -36.3% | -14.1% |
| 6M | -18.6% | +2.4% | -21.0% | -15.6% |
| YTD | +40.7% | +38.5% | +2.1% | +49.2% |
| 1Y | +59.6% | +39.0% | +20.7% | +69.2% |
| All | +59.6% | +39.5% | +20.1% | +69.2% |
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 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