+154.6%
KDP vs VXX
-99.0%
+253.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.3% |
| 7D | -1.6% | +1.6% | -3.1% | -1.4% |
| 30D | +9.5% | -9.5% | +18.9% | +8.7% |
| 3M | +2.6% | -27.3% | +29.9% | +0.2% |
| 6M | +15.6% | -43.3% | +58.9% | +11.0% |
| YTD | +17.3% | -30.9% | +48.2% | +14.9% |
| 1Y | +20.1% | -47.2% | +67.3% | +15.4% |
| 3Y | +4.9% | -78.5% | +83.4% | -2.7% |
| 5Y | +5.0% | -95.6% | +100.6% | -14.4% |
| All | +154.6% | -99.0% | +253.6% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling