+43.6%
KO vs VXX
-51.1%
+94.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | +1.3% |
| 7D | +4.4% | -4.1% | +8.5% | +4.5% |
| 30D | +10.7% | -0.8% | +11.6% | +10.7% |
| 3M | +11.3% | -19.8% | +31.1% | +11.7% |
| 6M | +24.0% | -40.5% | +64.5% | +24.5% |
| YTD | +39.7% | -35.5% | +75.2% | +38.4% |
| All | +43.6% | -51.1% | +94.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling