-4.3%
KGC vs CBOE
+39.5%
-43.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.5% |
| 7D | -6.8% | +7.7% | -14.5% | -5.8% |
| 30D | -9.2% | +24.4% | -33.6% | -6.7% |
| 3M | -9.1% | +20.0% | -29.1% | -6.9% |
| 6M | -25.7% | +2.4% | -28.0% | -24.0% |
| YTD | -23.6% | +38.5% | -62.2% | -25.5% |
| 1Y | -4.3% | +39.0% | -43.3% | -7.4% |
| All | -4.3% | +39.5% | -43.8% | -7.4% |
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