+63.2%
KKR vs VXX
-78.4%
+141.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -1.2% |
| 7D | -6.2% | +2.0% | -8.1% | -5.5% |
| 30D | -8.9% | -7.1% | -1.8% | -10.7% |
| 3M | +6.3% | -28.6% | +34.9% | -3.5% |
| 6M | +16.5% | -44.0% | +60.4% | -0.5% |
| YTD | -20.3% | -31.7% | +11.5% | -25.7% |
| 1Y | -29.8% | -46.3% | +16.6% | -38.3% |
| 3Y | +63.2% | -78.3% | +141.4% | +36.0% |
| All | +63.2% | -78.4% | +141.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling