-84.0%
KOS vs SPY
+642.8%
-726.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.4% |
| 30D | +18.3% | +0.1% | +18.2% | +17.8% |
| 3M | -7.9% | +2.0% | -9.9% | -12.4% |
| 6M | +9.4% | +13.0% | -3.6% | -13.7% |
| YTD | +205.5% | +13.5% | +191.9% | +141.3% |
| 1Y | +61.6% | +20.0% | +41.7% | +16.4% |
| 3Y | -63.1% | +77.2% | -140.3% | -85.5% |
| 5Y | +16.3% | +81.9% | -65.6% | -56.5% |
| 10Y | -52.7% | +314.1% | -366.7% | -92.6% |
| All | -84.0% | +642.8% | -726.8% | -98.7% |
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 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