-87.1%
KOS vs SPY
+641.4%
-728.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -15.6% |
| 7D | -18.5% | -0.7% | -17.8% | -18.0% |
| 30D | -10.7% | -1.0% | -9.7% | -10.0% |
| 3M | -7.0% | -0.3% | -6.7% | -7.9% |
| 6M | -31.2% | +7.3% | -38.5% | -40.5% |
| YTD | +147.3% | +13.3% | +133.9% | +93.7% |
| 1Y | +52.0% | +14.8% | +37.2% | +16.1% |
| 3Y | -70.2% | +82.9% | -153.2% | -88.9% |
| 5Y | -38.2% | +75.6% | -113.8% | -75.8% |
| 10Y | -51.0% | +330.5% | -381.6% | -92.8% |
| All | -87.1% | +641.4% | -728.5% | -99.0% |
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