+164.9%
KMI vs VXX
-99.0%
+263.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -1.0% |
| 7D | -1.7% | +2.0% | -3.7% | -1.4% |
| 30D | -2.7% | -7.1% | +4.4% | -3.9% |
| 3M | -0.7% | -28.6% | +28.0% | -5.9% |
| 6M | -5.0% | -44.0% | +39.0% | -13.1% |
| YTD | +15.5% | -31.7% | +47.2% | +9.9% |
| 1Y | +16.4% | -46.3% | +62.8% | +7.1% |
| 3Y | +114.2% | -78.3% | +192.4% | +84.5% |
| 5Y | +153.3% | -95.8% | +249.1% | +68.4% |
| All | +164.9% | -99.0% | +263.9% | +57.0% |
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 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