-95.7%
VXX vs KEYS
+87.1%
-182.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -0.5% |
| 7D | +2.0% | +3.5% | -1.5% | +5.6% |
| 30D | -7.1% | -4.5% | -2.6% | -10.9% |
| 3M | -28.6% | -0.4% | -28.2% | -27.3% |
| 6M | -44.0% | +19.1% | -63.1% | -29.4% |
| YTD | -31.7% | +66.7% | -98.4% | +27.3% |
| 1Y | -46.3% | +96.5% | -142.8% | +24.6% |
| 3Y | -78.3% | +155.2% | -233.4% | -12.4% |
| All | -95.7% | +87.1% | -182.8% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling