-52.1%
KTOS vs VXX
-42.5%
-9.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | -10.4% | +0.3% | -10.7% | -9.3% |
| 30D | -13.3% | +11.4% | -24.7% | -7.8% |
| 3M | -41.2% | -6.3% | -34.8% | -41.6% |
| 6M | -36.6% | -32.5% | -4.0% | -43.7% |
| YTD | -51.6% | -28.5% | -23.1% | -54.9% |
| All | -52.1% | -42.5% | -9.6% | -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 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