+90.1%
KEYS vs CBOE
+136.7%
-46.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.1% |
| 7D | +3.5% | -5.8% | +9.3% | +3.8% |
| 30D | -4.5% | -3.1% | -1.3% | -4.4% |
| 3M | -0.4% | -4.8% | +4.3% | -0.2% |
| 6M | +19.1% | -0.6% | +19.7% | +18.8% |
| YTD | +66.7% | +12.8% | +53.9% | +63.8% |
| 1Y | +96.5% | +19.8% | +76.7% | +91.7% |
| 3Y | +155.2% | +86.9% | +68.2% | +112.8% |
| All | +90.1% | +136.7% | -46.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling