+12.4%
KR vs VXX
-36.4%
+48.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +30.1% | -29.5% | -2.8% |
| 7D | +5.3% | +27.5% | -22.2% | +1.6% |
| 30D | +18.9% | +32.5% | -13.7% | +14.0% |
| 3M | +23.3% | +8.2% | +15.1% | +21.7% |
| 6M | +5.0% | -22.7% | +27.7% | +8.3% |
| YTD | +13.0% | -16.1% | +29.2% | +16.2% |
| 1Y | +12.4% | -34.0% | +46.5% | +16.9% |
| All | +12.4% | -36.4% | +48.8% | +16.9% |
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