+482.2%
KORU vs VXX
-51.1%
+533.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.9% | +14.2% |
| 7D | +13.0% | -3.5% | +16.5% | +8.3% |
| 30D | +27.3% | -13.6% | +40.9% | +6.5% |
| 3M | -55.3% | -24.6% | -30.7% | -62.3% |
| 6M | +11.6% | -39.9% | +51.5% | -18.6% |
| YTD | +158.5% | -33.1% | +191.6% | +107.1% |
| 1Y | +482.2% | -49.9% | +532.1% | +360.0% |
| All | +482.2% | -51.1% | +533.3% | +360.0% |
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 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