+300.7%
KNX vs CBOE
+1,003.5%
-702.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | +1.0% | +2.0% | -0.9% | +0.6% |
| 3M | -12.6% | -4.2% | -8.4% | -12.3% |
| 6M | +21.1% | +1.2% | +19.9% | +19.3% |
| YTD | +33.2% | +15.4% | +17.8% | +27.8% |
| 1Y | +67.8% | +23.5% | +44.3% | +58.6% |
| 3Y | +37.3% | +93.2% | -55.9% | +14.9% |
| 5Y | +41.1% | +142.0% | -100.9% | +10.5% |
| 10Y | +170.6% | +379.2% | -208.6% | +66.7% |
| All | +300.7% | +1,003.5% | -702.8% | +69.2% |
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