+445.9%
KGC vs VXX
-95.6%
+541.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.1% |
| 7D | -5.6% | +2.0% | -7.6% | -5.3% |
| 30D | +6.1% | -7.1% | +13.2% | +5.2% |
| 3M | +17.3% | -28.6% | +46.0% | +12.7% |
| 6M | -10.3% | -44.0% | +33.7% | -15.6% |
| YTD | +3.9% | -31.7% | +35.6% | +0.5% |
| 1Y | +25.7% | -46.3% | +72.1% | +19.0% |
| 3Y | +526.0% | -78.3% | +604.2% | +477.3% |
| All | +445.9% | -95.6% | +541.5% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling