-8.7%
KVUE vs CBOE
+89.1%
-97.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.3% |
| 7D | -5.1% | -5.8% | +0.7% | -4.3% |
| 30D | -6.3% | -3.1% | -3.2% | -6.0% |
| 3M | -0.5% | -4.8% | +4.3% | 0.0% |
| 6M | +3.1% | -0.6% | +3.6% | +1.3% |
| YTD | +6.7% | +12.8% | -6.1% | +0.7% |
| 1Y | -1.1% | +19.8% | -20.9% | -8.4% |
| 3Y | -8.7% | +86.9% | -95.7% | -22.5% |
| All | -8.7% | +89.1% | -97.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling