+20.4%
KWEB vs CBOE
+562.7%
-542.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -5.6% | -5.8% | +0.2% | -4.5% |
| 30D | -10.7% | -3.1% | -7.5% | -10.3% |
| 3M | -7.4% | -4.8% | -2.7% | -6.9% |
| 6M | -19.3% | -0.6% | -18.8% | -20.1% |
| YTD | -27.8% | +12.8% | -40.5% | -30.5% |
| 1Y | -35.9% | +19.8% | -55.7% | -39.3% |
| 3Y | -1.9% | +86.9% | -88.9% | -18.0% |
| 5Y | -43.2% | +136.5% | -179.7% | -55.7% |
| 10Y | -21.2% | +368.4% | -389.6% | -51.0% |
| All | +20.4% | +562.7% | -542.3% | -36.7% |
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