+138.7%
KO vs VXX
-98.9%
+237.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | +0.6% |
| 7D | -1.1% | +7.2% | -8.3% | -0.5% |
| 30D | +1.6% | -5.8% | +7.4% | +1.1% |
| 3M | +5.8% | -29.0% | +34.8% | +2.8% |
| 6M | +14.3% | -44.0% | +58.3% | +9.1% |
| YTD | +27.3% | -28.7% | +56.0% | +24.6% |
| 1Y | +33.2% | -45.2% | +78.4% | +27.7% |
| 3Y | +64.5% | -77.8% | +142.3% | +50.8% |
| 5Y | +83.1% | -95.6% | +178.8% | +43.4% |
| All | +138.7% | -98.9% | +237.6% | +77.2% |
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