+133.0%
KR vs VXX
-99.0%
+232.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +2.6% |
| 7D | -0.2% | +2.0% | -2.1% | -0.1% |
| 30D | +5.1% | -7.1% | +12.1% | +4.9% |
| 3M | -8.2% | -28.6% | +20.5% | -8.9% |
| 6M | -18.0% | -44.0% | +26.0% | -19.2% |
| YTD | -4.8% | -31.7% | +27.0% | -5.4% |
| 1Y | -11.0% | -46.3% | +35.3% | -12.2% |
| 3Y | +37.7% | -78.3% | +115.9% | +33.7% |
| 5Y | +52.8% | -95.8% | +148.6% | +38.0% |
| All | +133.0% | -99.0% | +232.0% | +112.7% |
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