+49.2%
KEY vs VXX
-99.0%
+148.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.7% |
| 7D | -1.5% | +2.0% | -3.5% | -0.9% |
| 30D | -3.7% | -7.1% | +3.4% | -5.6% |
| 3M | -1.3% | -28.6% | +27.4% | -9.7% |
| 6M | +13.3% | -44.0% | +57.3% | -2.0% |
| YTD | +9.0% | -31.7% | +40.7% | +1.2% |
| 1Y | +18.7% | -46.3% | +65.0% | +4.5% |
| 3Y | +125.3% | -78.3% | +203.5% | +83.9% |
| 5Y | +40.2% | -95.8% | +136.0% | -19.3% |
| All | +49.2% | -99.0% | +148.2% | -22.7% |
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