-99.0%
VXX vs KIM
+121.0%
-219.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.1% |
| 7D | +1.6% | -1.0% | +2.5% | +0.7% |
| 30D | -9.5% | -1.1% | -8.4% | -10.3% |
| 3M | -27.3% | -5.3% | -22.0% | -30.7% |
| 6M | -43.3% | +3.9% | -47.2% | -41.1% |
| YTD | -30.9% | +20.3% | -51.1% | -19.0% |
| 1Y | -47.2% | +10.4% | -57.6% | -41.9% |
| 3Y | -78.5% | +46.3% | -124.8% | -66.2% |
| 5Y | -95.6% | +37.6% | -133.2% | -92.4% |
| All | -99.0% | +121.0% | -219.9% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling