-78.3%
VXX vs KMX
-25.1%
-53.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.6% |
| 7D | +2.0% | -3.1% | +5.1% | +0.4% |
| 30D | -7.1% | +4.4% | -11.5% | -4.7% |
| 3M | -28.6% | +18.9% | -47.5% | -20.6% |
| 6M | -44.0% | +44.3% | -88.3% | -28.6% |
| YTD | -31.7% | +58.7% | -90.4% | -6.4% |
| 1Y | -46.3% | +0.1% | -46.5% | -44.4% |
| 3Y | -78.3% | -24.4% | -53.8% | -76.9% |
| All | -78.3% | -25.1% | -53.2% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling