+9.3%
KMB vs VXX
-99.0%
+108.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.5% |
| 7D | -6.5% | +2.0% | -8.5% | -6.4% |
| 30D | -8.8% | -7.1% | -1.7% | -9.1% |
| 3M | -2.2% | -28.6% | +26.5% | -3.7% |
| 6M | +0.7% | -44.0% | +44.6% | -1.9% |
| YTD | +1.0% | -31.7% | +32.8% | -0.4% |
| 1Y | -20.3% | -46.3% | +26.0% | -22.2% |
| 3Y | -13.3% | -78.3% | +65.0% | -17.3% |
| 5Y | -12.9% | -95.8% | +82.9% | -24.0% |
| All | +9.3% | -99.0% | +108.3% | -6.8% |
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