-57.0%
VXX vs KRMN
+17.6%
-74.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -3.4% |
| 7D | +2.0% | -11.8% | +13.7% | -1.9% |
| 30D | -7.1% | -43.0% | +35.9% | -22.9% |
| 3M | -28.6% | -28.8% | +0.2% | -35.0% |
| 6M | -44.0% | -66.3% | +22.4% | -59.9% |
| YTD | -31.7% | -51.8% | +20.0% | -41.4% |
| 1Y | -46.3% | -44.7% | -1.6% | -49.0% |
| All | -57.0% | +17.6% | -74.6% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling