-62.7%
KOS vs SPY
+77.4%
-140.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | +18.3% | +0.1% | +18.2% | +18.0% |
| 3M | -7.9% | +2.0% | -9.9% | -10.5% |
| 6M | +9.4% | +13.0% | -3.6% | -6.9% |
| YTD | +205.5% | +13.5% | +191.9% | +160.3% |
| 1Y | +61.6% | +20.0% | +41.7% | +27.1% |
| All | -62.7% | +77.4% | -140.1% | -78.7% |
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