-87.4%
KOS vs SPY
+608.7%
-696.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +4.3% |
| 7D | -17.9% | -4.7% | -13.2% | -12.5% |
| 30D | -15.4% | -5.9% | -9.5% | -8.3% |
| 3M | -6.4% | -4.5% | -1.8% | -1.4% |
| 6M | -29.5% | +1.8% | -31.3% | -34.2% |
| YTD | +141.8% | +8.3% | +133.4% | +102.0% |
| 1Y | +60.6% | +9.3% | +51.2% | +31.6% |
| 3Y | -70.9% | +74.9% | -145.7% | -88.5% |
| 5Y | -41.5% | +67.3% | -108.8% | -75.5% |
| 10Y | -52.1% | +311.6% | -363.7% | -92.5% |
| All | -87.4% | +608.7% | -696.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling