-13.7%
KKR vs VXX
-51.0%
+37.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +2.6% |
| 7D | +8.9% | -4.1% | +13.0% | +7.9% |
| 30D | +12.7% | -0.8% | +13.5% | +13.0% |
| 3M | -6.2% | -19.8% | +13.6% | -11.6% |
| 6M | -1.5% | -40.5% | +38.9% | -14.4% |
| YTD | -20.1% | -35.5% | +15.5% | -23.4% |
| 1Y | -13.7% | -51.1% | +37.4% | -22.9% |
| All | -13.7% | -51.0% | +37.3% | -22.9% |
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