+222.0%
KGC vs CBOE
+202.6%
+19.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.1% |
| 7D | -6.7% | +6.3% | -12.9% | -7.1% |
| 30D | -6.7% | +24.9% | -31.6% | -8.5% |
| 3M | -22.6% | +28.5% | -51.0% | -24.4% |
| 6M | -33.4% | +2.9% | -36.3% | -32.7% |
| YTD | -26.0% | +50.7% | -76.7% | -31.2% |
| 1Y | -18.3% | +45.5% | -63.8% | -23.4% |
| 3Y | +315.8% | +116.3% | +199.5% | +249.7% |
| All | +222.0% | +202.6% | +19.3% | +133.7% |
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