+35.5%
KGC vs CBOE
+1,341.0%
-1,305.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.1% |
| 7D | -6.7% | +6.3% | -12.9% | -7.2% |
| 30D | -6.7% | +24.9% | -31.6% | -8.8% |
| 3M | -22.6% | +28.5% | -51.0% | -24.7% |
| 6M | -33.4% | +2.9% | -36.3% | -33.8% |
| YTD | -26.0% | +50.7% | -76.7% | -30.0% |
| 1Y | -18.3% | +45.5% | -63.8% | -22.4% |
| 3Y | +315.8% | +116.3% | +199.5% | +274.0% |
| 5Y | +225.7% | +204.3% | +21.4% | +178.8% |
| 10Y | +610.5% | +526.3% | +84.1% | +462.7% |
| All | +35.5% | +1,341.0% | -1,305.5% | -12.9% |
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