-49.9%
VXX vs KEYS
+98.0%
-147.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +1.4% |
| 7D | -3.5% | +2.3% | -5.7% | -2.2% |
| 30D | -13.6% | -2.6% | -11.0% | -14.6% |
| 3M | -24.6% | -4.6% | -20.0% | -24.8% |
| 6M | -39.9% | +8.7% | -48.6% | -31.7% |
| YTD | -33.1% | +61.0% | -94.1% | +3.6% |
| 1Y | -49.9% | +96.0% | -145.9% | -1.8% |
| All | -49.9% | +98.0% | -147.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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