-4.3%
KGC vs VXX
-51.0%
+46.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.6% | +17.1% | +3.8% |
| 7D | -6.8% | -4.1% | -2.7% | -7.7% |
| 30D | -9.2% | -0.8% | -8.3% | -8.5% |
| 3M | -9.1% | -19.8% | +10.7% | -14.4% |
| 6M | -25.7% | -40.5% | +14.8% | -34.6% |
| YTD | -23.6% | -35.5% | +11.9% | -30.6% |
| 1Y | -4.3% | -51.1% | +46.8% | -24.0% |
| All | -4.3% | -51.0% | +46.8% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling