+626.4%
KGC vs VXX
-99.0%
+725.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.2% |
| 7D | -5.6% | +2.0% | -7.6% | -5.4% |
| 30D | +6.1% | -7.1% | +13.2% | +5.5% |
| 3M | +17.3% | -28.6% | +46.0% | +14.0% |
| 6M | -10.3% | -44.0% | +33.7% | -14.2% |
| YTD | +3.9% | -31.7% | +35.6% | +1.5% |
| 1Y | +25.7% | -46.3% | +72.1% | +20.9% |
| 3Y | +526.0% | -78.3% | +604.2% | +489.7% |
| 5Y | +455.5% | -95.8% | +551.3% | +373.7% |
| All | +626.4% | -99.0% | +725.4% | +492.8% |
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