{"schemaVersion":1,"ticker":"KFEB","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kfeb/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, KFEB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/kfeb/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KFEB","b":"IWM","window":{"from":"2025-02-14","to":"2026-10-23","firstReturn":"2025-02-21","weeklyReturns":88,"years":1.69,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03972033,"perWeek":0.0007638525,"days":423,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.20310918,"b":0.24238506,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.11545737,"b":0.13683348,"edge":"IWM","lead":"IWM"},"price":{"a":0.20310918,"b":0.22029473,"edge":"IWM (slight)","lead":"IWM"},"volatility":{"a":0.10524021,"b":0.18201257,"edge":"KFEB","lead":"KFEB"},"downsideDeviation":{"a":0.07259811,"b":0.12444624,"edge":"KFEB","lead":"KFEB"},"maxDrawdown":{"a":-0.11615111,"b":-0.1963534,"edge":"KFEB","lead":"KFEB","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.07516136,"b":0.1051663,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.7141886,"b":0.5777969,"edge":"KFEB","lead":"KFEB"},"sortino":{"a":1.03530732,"b":0.84507417,"edge":"KFEB","lead":"KFEB"},"calmar":{"a":0.9940273,"b":0.69687353,"edge":"KFEB","lead":"KFEB"}},"relative":{"KFEB":{"on":"IWM","beta":0.56660828,"r2":0.96029619,"alpha":0.01557326,"alphaT":0.95742645,"alphaLow":-0.01676198,"alphaHigh":0.0479085,"upsideCapture":0.46534044,"downsideCapture":0.64084482,"treynor":0.13265136,"trackingError":0.08162246,"informationRatio":-0.36760644,"upWeeks":49,"downWeeks":39,"treynorReference":0.1051663,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"KFEB","lead":"KFEB"},"treynor":{"edge":"KFEB","lead":"KFEB"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"KFEB":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.20310918}},"IWM":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":88,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24238506}}}}