-18.3%
KGC vs CBOE
+44.9%
-63.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.5% |
| 7D | -6.7% | +6.3% | -12.9% | -5.8% |
| 30D | -6.7% | +24.9% | -31.6% | -3.7% |
| 3M | -22.6% | +28.5% | -51.0% | -19.8% |
| 6M | -33.4% | +2.9% | -36.3% | -31.9% |
| YTD | -26.0% | +50.7% | -76.7% | -25.1% |
| 1Y | -18.3% | +45.5% | -63.8% | -16.2% |
| All | -18.3% | +44.9% | -63.2% | -16.2% |
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