-27.8%
KORU vs VXX
-99.0%
+71.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.3% | +13.3% | +6.3% |
| 7D | -1.7% | +2.0% | -3.7% | 0.0% |
| 30D | +13.5% | -7.1% | +20.6% | +9.8% |
| 3M | -45.2% | -28.6% | -16.6% | -51.9% |
| 6M | +17.1% | -44.0% | +61.1% | +0.4% |
| YTD | +154.1% | -31.7% | +185.9% | +158.3% |
| 1Y | +375.7% | -46.3% | +422.0% | +340.0% |
| 3Y | +474.0% | -78.3% | +552.3% | +395.5% |
| 5Y | +60.4% | -95.8% | +156.2% | -27.4% |
| All | -27.8% | -99.0% | +71.2% | -60.8% |
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