+1,071.7%
KEYS vs CBOE
+524.8%
+546.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -1.3% | +2.7% | -4.0% | -1.8% |
| 3M | -0.1% | +0.7% | -0.8% | -0.8% |
| 6M | +17.4% | -2.0% | +19.3% | +16.6% |
| YTD | +62.9% | +17.1% | +45.8% | +55.6% |
| 1Y | +95.7% | +26.5% | +69.3% | +83.7% |
| 3Y | +150.2% | +96.1% | +54.1% | +104.4% |
| 5Y | +83.1% | +149.3% | -66.2% | +38.1% |
| 10Y | +1,020.9% | +386.5% | +634.4% | +609.4% |
| All | +1,071.7% | +524.8% | +546.9% | +683.3% |
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 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