-70.1%
KOS vs SPY
+75.1%
-145.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | -26.0% | -2.7% | -23.3% | -24.4% |
| 30D | -18.5% | -5.4% | -13.1% | -14.9% |
| 3M | -14.6% | -4.1% | -10.5% | -12.2% |
| 6M | -27.0% | +0.7% | -27.7% | -29.7% |
| YTD | +131.9% | +8.7% | +123.2% | +102.0% |
| 1Y | +49.6% | +10.9% | +38.8% | +26.3% |
| 3Y | -70.1% | +75.0% | -145.1% | -84.9% |
| All | -70.1% | +75.1% | -145.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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