-49.3%
VXX vs KEEL
-47.2%
-2.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -10.6% |
| 7D | -4.1% | -13.6% | +9.5% | -6.7% |
| 30D | -0.8% | -39.1% | +38.3% | -9.7% |
| 3M | -19.8% | -48.9% | +29.1% | -28.7% |
| 6M | -40.5% | -35.4% | -5.1% | -40.9% |
| YTD | -35.5% | -10.6% | -24.9% | -25.0% |
| All | -49.3% | -47.2% | -2.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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