-95.7%
VXX vs KEEL
-34.6%
-61.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -3.4% |
| 7D | +2.0% | +2.9% | -0.9% | +2.9% |
| 30D | -7.1% | +0.8% | -7.9% | -5.9% |
| 3M | -28.6% | -35.3% | +6.7% | -33.1% |
| 6M | -44.0% | +59.4% | -103.4% | -31.8% |
| YTD | -31.7% | +51.9% | -83.6% | -14.9% |
| 1Y | -46.3% | +75.0% | -121.3% | -26.2% |
| 3Y | -78.3% | +224.5% | -302.8% | -53.3% |
| All | -95.7% | -34.6% | -61.1% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling