+17.8%
KOS vs SPY
+82.0%
-64.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 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% | -10.9% |
| 6M | +9.4% | +13.0% | -3.6% | -7.9% |
| YTD | +205.5% | +13.5% | +191.9% | +157.5% |
| 1Y | +61.6% | +20.0% | +41.7% | +26.7% |
| 3Y | -63.1% | +77.2% | -140.3% | -81.4% |
| All | +17.8% | +82.0% | -64.2% | -43.7% |
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 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