-13.3%
KMB vs VXX
-78.4%
+65.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.4% |
| 7D | -6.5% | +2.0% | -8.5% | -6.5% |
| 30D | -8.8% | -7.1% | -1.7% | -8.9% |
| 3M | -2.2% | -28.6% | +26.5% | -2.5% |
| 6M | +0.7% | -44.0% | +44.6% | 0.0% |
| YTD | +1.0% | -31.7% | +32.8% | +0.5% |
| 1Y | -20.3% | -46.3% | +26.0% | -20.9% |
| 3Y | -13.3% | -78.3% | +65.0% | -17.7% |
| All | -13.3% | -78.4% | +65.1% | -17.7% |
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