-49.9%
VXX vs KMX
+5.0%
-54.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.9% |
| 7D | -3.5% | +1.9% | -5.4% | -2.9% |
| 30D | -13.6% | +11.7% | -25.3% | -10.6% |
| 3M | -24.6% | +34.9% | -59.5% | -16.6% |
| 6M | -39.9% | +50.3% | -90.1% | -29.8% |
| YTD | -33.1% | +63.8% | -96.9% | -20.2% |
| 1Y | -49.9% | +3.8% | -53.8% | -41.9% |
| All | -49.9% | +5.0% | -54.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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