-33.2%
KWEB vs CBOE
+41.5%
-74.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.8% |
| 7D | +8.6% | +12.4% | -3.7% | +8.5% |
| 30D | +0.9% | +26.9% | -26.0% | +0.8% |
| 3M | -13.2% | +24.3% | -37.6% | -13.3% |
| 6M | -13.2% | +3.1% | -16.4% | -13.9% |
| YTD | -27.3% | +41.7% | -69.0% | -27.2% |
| 1Y | -33.2% | +41.5% | -74.7% | -33.3% |
| All | -33.2% | +41.5% | -74.7% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling