+124.1%
KEY vs VXX
-77.4%
+201.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | +0.7% |
| 7D | -1.8% | +7.2% | -8.9% | -0.2% |
| 30D | -3.3% | -5.8% | +2.5% | -4.5% |
| 3M | -0.2% | -29.0% | +28.8% | -7.2% |
| 6M | +12.1% | -44.0% | +56.1% | -0.3% |
| YTD | +8.4% | -28.7% | +37.1% | +3.3% |
| 1Y | +17.6% | -45.2% | +62.8% | +6.8% |
| All | +124.1% | -77.4% | +201.6% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling