+31.7%
KRE vs VXX
-95.6%
+127.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.9% |
| 7D | -1.8% | +2.0% | -3.8% | -1.3% |
| 30D | -4.5% | -7.1% | +2.6% | -6.0% |
| 3M | +2.7% | -28.6% | +31.4% | -4.5% |
| 6M | +16.9% | -44.0% | +60.8% | +3.9% |
| YTD | +15.4% | -31.7% | +47.1% | +8.7% |
| 1Y | +16.1% | -46.3% | +62.4% | +4.8% |
| 3Y | +85.7% | -78.3% | +164.0% | +56.9% |
| All | +31.7% | -95.6% | +127.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling