+149.2%
KDP vs VXX
-99.0%
+248.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.6% |
| 7D | -3.7% | +2.0% | -5.7% | -3.5% |
| 30D | +6.2% | -7.1% | +13.3% | +5.6% |
| 3M | +1.2% | -28.6% | +29.9% | -1.3% |
| 6M | +15.3% | -44.0% | +59.3% | +10.6% |
| YTD | +14.8% | -31.7% | +46.5% | +12.3% |
| 1Y | +17.6% | -46.3% | +64.0% | +13.2% |
| 3Y | +2.1% | -78.3% | +80.4% | -5.2% |
| 5Y | +2.7% | -95.8% | +98.6% | -16.6% |
| All | +149.2% | -99.0% | +248.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling