Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BITO ProShares Bitcoin Strategy ETF | Cryptocurrency, Actively Managed | 16.67% |
CRF Cornerstone Total Return Fund, Inc. | Large Cap Growth Equities | 16.67% |
OXLC Oxford Lane Capital Corp. | Financial Services | 16.67% |
TOPW Roundhill Top WeeklyPay ETF | Derivative Income | 16.67% |
ULTY YieldMax Ultra Option Income Strategy ETF | Derivative Income | 16.67% |
YMAX YieldMax Universe Fund of Option Income ETFs | Large Cap Blend Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KMARGIN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 4, 2025, corresponding to the inception date of TOPW
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio KMARGIN | -0.29% | 1.35% | -13.54% | -24.02% | — | — | — | — |
| Portfolio components: | ||||||||
ULTY YieldMax Ultra Option Income Strategy ETF | 0.81% | 1.71% | -1.38% | -18.40% | 22.76% | — | — | — |
YMAX YieldMax Universe Fund of Option Income ETFs | 0.13% | -3.98% | -12.60% | -21.32% | 14.19% | — | — | — |
CRF Cornerstone Total Return Fund, Inc. | -1.28% | -2.29% | -9.23% | -7.24% | 32.09% | 17.23% | 4.70% | 10.73% |
BITO ProShares Bitcoin Strategy ETF | -1.15% | 0.92% | -21.88% | -44.41% | -15.57% | 26.26% | — | — |
OXLC Oxford Lane Capital Corp. | -0.82% | 20.70% | -25.72% | -29.54% | -37.41% | -8.72% | -4.86% | 4.21% |
TOPW Roundhill Top WeeklyPay ETF | 0.52% | -2.31% | -9.83% | -21.31% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 5, 2025, KMARGIN's average daily return is -0.14%, while the average monthly return is -2.60%.
Historically, 25% of months were positive and 75% were negative. The best month was Sep 2025 with a return of +3.3%, while the worst month was Feb 2026 at -9.7%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 6 months.
On a daily basis, KMARGIN closed higher 49% of trading days. The best single day was Feb 6, 2026 with a return of +4.1%, while the worst single day was Feb 5, 2026 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.94% | -9.72% | -1.35% | 1.06% | -13.54% | ||||||||
| 2025 | 3.25% | -0.35% | -7.93% | -1.83% | -7.00% |
Benchmark Metrics
KMARGIN has an annualized alpha of -33.13%, beta of 1.41, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since September 05, 2025.
- This portfolio participated in 190.66% of S&P 500 Index downside but only -87.17% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -33.13% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -33.13%
- Beta
- 1.41
- R²
- 0.64
- Upside Capture
- -87.17%
- Downside Capture
- 190.66%
Expense Ratio
KMARGIN has a high expense ratio of 1.03%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ULTY YieldMax Ultra Option Income Strategy ETF | 30 | 0.96 | 1.45 | 1.18 | 0.76 | 1.63 |
YMAX YieldMax Universe Fund of Option Income ETFs | 20 | 0.61 | 1.01 | 1.13 | 0.27 | 0.70 |
CRF Cornerstone Total Return Fund, Inc. | 66 | 1.71 | 2.58 | 1.36 | 1.47 | 5.62 |
BITO ProShares Bitcoin Strategy ETF | 5 | -0.35 | -0.23 | 0.97 | -0.39 | -0.80 |
OXLC Oxford Lane Capital Corp. | 7 | -1.05 | -1.40 | 0.81 | -0.74 | -1.42 |
TOPW Roundhill Top WeeklyPay ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
KMARGIN provided a 67.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 67.36% | 62.46% | 41.99% | 8.98% | 7.84% | 3.99% | 6.89% | 6.92% | 6.93% | 5.98% | 7.82% | 7.95% |
| Portfolio components: | ||||||||||||
ULTY YieldMax Ultra Option Income Strategy ETF | 127.88% | 142.99% | 111.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YMAX YieldMax Universe Fund of Option Income ETFs | 85.31% | 78.70% | 44.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRF Cornerstone Total Return Fund, Inc. | 20.20% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
BITO ProShares Bitcoin Strategy ETF | 79.53% | 78.29% | 61.59% | 15.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLC Oxford Lane Capital Corp. | 52.52% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
TOPW Roundhill Top WeeklyPay ETF | 38.69% | 21.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the KMARGIN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the KMARGIN was 28.51%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current KMARGIN drawdown is 24.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.51% | Oct 9, 2025 | 118 | Mar 30, 2026 | — | — | — |
| -2.59% | Sep 22, 2025 | 4 | Sep 25, 2025 | 4 | Oct 1, 2025 | 8 |
| -0.7% | Oct 7, 2025 | 1 | Oct 7, 2025 | 1 | Oct 8, 2025 | 2 |
| -0.21% | Sep 9, 2025 | 1 | Sep 9, 2025 | 1 | Sep 10, 2025 | 2 |
| -0.17% | Oct 3, 2025 | 1 | Oct 3, 2025 | 1 | Oct 6, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | OXLC | CRF | BITO | ULTY | TOPW | YMAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.23 | 0.60 | 0.49 | 0.76 | 0.80 | 0.79 | 0.74 |
| OXLC | 0.23 | 1.00 | 0.21 | 0.28 | 0.23 | 0.24 | 0.22 | 0.47 |
| CRF | 0.60 | 0.21 | 1.00 | 0.41 | 0.49 | 0.57 | 0.56 | 0.63 |
| BITO | 0.49 | 0.28 | 0.41 | 1.00 | 0.67 | 0.69 | 0.72 | 0.86 |
| ULTY | 0.76 | 0.23 | 0.49 | 0.67 | 1.00 | 0.81 | 0.87 | 0.85 |
| TOPW | 0.80 | 0.24 | 0.57 | 0.69 | 0.81 | 1.00 | 0.87 | 0.87 |
| YMAX | 0.79 | 0.22 | 0.56 | 0.72 | 0.87 | 0.87 | 1.00 | 0.89 |
| Portfolio | 0.74 | 0.47 | 0.63 | 0.86 | 0.85 | 0.87 | 0.89 | 1.00 |