+59.8%
KNX vs VXX
-99.0%
+158.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -2.3% |
| 7D | -5.6% | +2.0% | -7.6% | -5.2% |
| 30D | -4.4% | -7.1% | +2.7% | -5.5% |
| 3M | -17.3% | -28.6% | +11.3% | -21.8% |
| 6M | +22.6% | -44.0% | +66.6% | +12.4% |
| YTD | +31.1% | -31.7% | +62.9% | +25.8% |
| 1Y | +60.2% | -46.3% | +106.6% | +48.7% |
| 3Y | +35.8% | -78.3% | +114.0% | +20.1% |
| 5Y | +38.9% | -95.8% | +134.7% | -0.1% |
| All | +59.8% | -99.0% | +158.7% | +10.0% |
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