+318.7%
KTOS vs VXX
-99.0%
+417.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.7% |
| 7D | -2.4% | +2.0% | -4.3% | -1.9% |
| 30D | -26.8% | -7.1% | -19.7% | -28.0% |
| 3M | -20.6% | -28.6% | +8.1% | -26.2% |
| 6M | -47.5% | -44.0% | -3.5% | -53.0% |
| YTD | -38.5% | -31.7% | -6.8% | -41.7% |
| 1Y | -31.0% | -46.3% | +15.3% | -37.3% |
| 3Y | +216.5% | -78.3% | +294.8% | +169.8% |
| 5Y | +105.7% | -95.8% | +201.5% | +28.8% |
| All | +318.7% | -99.0% | +417.7% | +142.6% |
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