-41.5%
KOS vs SPY
+67.0%
-108.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +2.1% |
| 7D | -17.9% | -4.7% | -13.2% | -14.3% |
| 30D | -15.4% | -5.9% | -9.5% | -10.6% |
| 3M | -6.4% | -4.5% | -1.8% | -3.0% |
| 6M | -29.5% | +1.8% | -31.3% | -32.9% |
| YTD | +141.8% | +8.3% | +133.4% | +112.5% |
| 1Y | +60.6% | +9.3% | +51.2% | +39.1% |
| 3Y | -70.9% | +74.9% | -145.7% | -85.1% |
| 5Y | -41.5% | +67.3% | -108.8% | -67.4% |
| All | -41.5% | +67.0% | -108.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling