-49.3%
VXX vs KRMN
-59.7%
+10.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -13.5% | +3.9% | -12.6% |
| 7D | -4.1% | -10.0% | +5.9% | -6.2% |
| 30D | -0.8% | +3.5% | -4.3% | +0.6% |
| 3M | -19.8% | -36.7% | +16.9% | -28.3% |
| 6M | -40.5% | -47.7% | +7.2% | -48.3% |
| YTD | -35.5% | -53.3% | +17.8% | -42.3% |
| All | -49.3% | -59.7% | +10.4% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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