-42.1%
KWEB vs CBOE
+136.7%
-178.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | -10.7% | -3.1% | -7.5% | -10.4% |
| 3M | -7.4% | -4.8% | -2.7% | -7.0% |
| 6M | -19.3% | -0.6% | -18.8% | -20.1% |
| YTD | -27.8% | +12.8% | -40.5% | -30.4% |
| 1Y | -35.9% | +19.8% | -55.7% | -39.1% |
| 3Y | -1.9% | +86.9% | -88.9% | -23.0% |
| All | -42.1% | +136.7% | -178.7% | -61.4% |
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