-21.1%
KWEB vs CBOE
-2.6%
-18.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -4.3% | -3.7% | -0.6% | -4.3% |
| 30D | -13.0% | +2.0% | -15.0% | -13.0% |
| 3M | -7.6% | -4.2% | -3.3% | -8.2% |
| 6M | -21.1% | +1.2% | -22.3% | -20.7% |
| All | -21.1% | -2.6% | -18.5% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling