+208.1%
KMB vs CBOE
+1,045.3%
-837.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -3.6% | +0.6% | -2.5% |
| 30D | -5.5% | +5.1% | -10.5% | -6.4% |
| 3M | +14.0% | +4.6% | +9.4% | +12.6% |
| 6M | +4.1% | -0.3% | +4.3% | +3.1% |
| YTD | +8.0% | +19.8% | -11.7% | +3.3% |
| 1Y | -13.7% | +28.4% | -42.1% | -18.7% |
| 3Y | -5.9% | +104.1% | -110.0% | -19.0% |
| 5Y | -8.6% | +150.9% | -159.5% | -24.8% |
| 10Y | +17.3% | +393.5% | -376.2% | -15.6% |
| All | +208.1% | +1,045.3% | -837.2% | +90.7% |
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 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