+52.0%
KR vs CBOE
+136.7%
-84.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.1% |
| 7D | -0.2% | -5.8% | +5.6% | +0.9% |
| 30D | +5.1% | -3.1% | +8.2% | +5.5% |
| 3M | -8.2% | -4.8% | -3.4% | -7.7% |
| 6M | -18.0% | -0.6% | -17.4% | -18.7% |
| YTD | -4.8% | +12.8% | -17.6% | -7.8% |
| 1Y | -11.0% | +19.8% | -30.8% | -14.9% |
| 3Y | +37.7% | +86.9% | -49.3% | +21.9% |
| All | +52.0% | +136.7% | -84.6% | +24.2% |
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 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