+662.1%
KR vs CBOE
+1,003.5%
-341.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.2% |
| 30D | +1.9% | +2.0% | 0.0% | +1.6% |
| 3M | -11.0% | -4.2% | -6.8% | -10.7% |
| 6M | -20.2% | +1.2% | -21.4% | -20.8% |
| YTD | -7.3% | +15.4% | -22.7% | -9.6% |
| 1Y | -13.1% | +23.5% | -36.6% | -16.1% |
| 3Y | +29.7% | +93.2% | -63.5% | +17.8% |
| 5Y | +48.8% | +142.0% | -93.2% | +30.5% |
| 10Y | +122.8% | +379.2% | -256.4% | +70.6% |
| All | +662.1% | +1,003.5% | -341.4% | +387.7% |
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