-99.0%
VXX vs KEEL
+294.5%
-393.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -3.7% |
| 7D | +2.0% | +2.9% | -0.9% | +2.5% |
| 30D | -7.1% | +0.8% | -7.9% | -6.3% |
| 3M | -28.6% | -35.3% | +6.7% | -31.3% |
| 6M | -44.0% | +59.4% | -103.4% | -36.7% |
| YTD | -31.7% | +51.9% | -83.6% | -21.6% |
| 1Y | -46.3% | +75.0% | -121.3% | -34.7% |
| 3Y | -78.3% | +224.5% | -302.8% | -66.2% |
| 5Y | -95.8% | -35.9% | -59.9% | -93.6% |
| All | -99.0% | +294.5% | -393.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling