-51.1%
VXX vs KIM
+33.1%
-84.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.2% | -9.0% |
| 7D | -4.1% | +10.6% | -14.7% | -2.9% |
| 30D | -0.8% | +17.5% | -18.3% | +1.4% |
| 3M | -19.8% | +4.7% | -24.5% | -19.9% |
| 6M | -40.5% | +13.1% | -53.6% | -37.6% |
| YTD | -35.5% | +32.1% | -67.6% | -30.5% |
| 1Y | -51.1% | +32.7% | -83.8% | -46.8% |
| All | -51.1% | +33.1% | -84.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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