-68.1%
KOS vs SPY
+82.6%
-150.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -14.6% |
| 7D | -18.5% | -0.7% | -17.8% | -18.2% |
| 30D | -10.7% | -1.0% | -9.7% | -10.2% |
| 3M | -7.0% | -0.3% | -6.7% | -7.4% |
| 6M | -31.2% | +7.3% | -38.5% | -37.9% |
| YTD | +147.3% | +13.3% | +133.9% | +108.0% |
| 1Y | +52.0% | +14.8% | +37.2% | +25.1% |
| All | -68.1% | +82.6% | -150.7% | -84.4% |
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