+26.6%
KGC vs CBOE
+24.1%
+2.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.5% |
| 7D | -8.4% | -3.7% | -4.7% | -8.8% |
| 30D | +6.3% | +2.0% | +4.4% | +6.6% |
| 3M | +22.4% | -4.2% | +26.7% | +22.1% |
| 6M | -11.4% | +1.2% | -12.6% | -10.0% |
| YTD | +3.1% | +15.4% | -12.2% | +2.7% |
| 1Y | +26.6% | +23.5% | +3.1% | +27.8% |
| All | +26.6% | +24.1% | +2.5% | +27.8% |
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