+1,713.4%
KLAC vs VXX
-99.0%
+1,812.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.2% | +0.5% |
| 7D | -2.7% | +2.0% | -4.6% | -1.9% |
| 30D | -13.2% | -7.1% | -6.1% | -15.1% |
| 3M | -25.0% | -28.6% | +3.6% | -31.7% |
| 6M | +23.6% | -44.0% | +67.6% | +6.4% |
| YTD | +49.2% | -31.7% | +81.0% | +39.9% |
| 1Y | +89.3% | -46.3% | +135.7% | +67.9% |
| 3Y | +274.4% | -78.3% | +352.6% | +213.1% |
| 5Y | +440.9% | -95.8% | +536.8% | +213.9% |
| All | +1,713.4% | -99.0% | +1,812.3% | +874.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling