+101.5%
KGC vs CBOE
+1,045.3%
-943.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | +20.3% | +5.1% | +15.2% | +19.6% |
| 3M | +8.1% | +4.6% | +3.5% | +7.1% |
| 6M | -8.8% | -0.3% | -8.5% | -9.3% |
| YTD | +10.1% | +19.8% | -9.7% | +6.7% |
| 1Y | +44.2% | +28.4% | +15.9% | +38.5% |
| 3Y | +533.0% | +104.1% | +428.9% | +470.2% |
| 5Y | +443.0% | +150.9% | +292.1% | +374.4% |
| 10Y | +678.6% | +393.5% | +285.1% | +532.2% |
| All | +101.5% | +1,045.3% | -943.8% | +32.8% |
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 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