-95.7%
VXX vs KIM
+35.9%
-131.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.8% |
| 7D | +2.0% | -1.7% | +3.7% | 0.0% |
| 30D | -7.1% | -3.0% | -4.1% | -10.2% |
| 3M | -28.6% | -8.9% | -19.8% | -36.0% |
| 6M | -44.0% | +2.4% | -46.4% | -41.9% |
| YTD | -31.7% | +18.3% | -50.1% | -16.6% |
| 1Y | -46.3% | +8.2% | -54.5% | -40.5% |
| 3Y | -78.3% | +44.0% | -122.3% | -61.3% |
| All | -95.7% | +35.9% | -131.5% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling