+48.9%
KEY vs VXX
-99.0%
+147.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.3% |
| 7D | +2.7% | -3.0% | +5.8% | +1.9% |
| 30D | -3.2% | -11.5% | +8.2% | -6.4% |
| 3M | +1.0% | -27.3% | +28.3% | -7.2% |
| 6M | +11.9% | -49.6% | +61.4% | -6.0% |
| YTD | +8.7% | -32.0% | +40.7% | +0.8% |
| 1Y | +18.5% | -48.3% | +66.8% | +3.2% |
| 3Y | +124.0% | -78.9% | +202.8% | +81.2% |
| 5Y | +40.8% | -95.6% | +136.4% | -17.5% |
| All | +48.9% | -99.0% | +147.9% | -23.1% |
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