-51.0%
KOS vs VT
+231.8%
-282.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -16.1% |
| 7D | -18.5% | -0.3% | -18.2% | -18.6% |
| 30D | -10.7% | -1.4% | -9.3% | -9.3% |
| 3M | -7.0% | -1.4% | -5.6% | -6.5% |
| 6M | -31.2% | +5.5% | -36.7% | -41.0% |
| YTD | +147.3% | +12.8% | +134.4% | +81.7% |
| 1Y | +52.0% | +15.4% | +36.6% | +6.1% |
| 3Y | -70.2% | +76.9% | -147.1% | -91.0% |
| 5Y | -38.2% | +60.4% | -98.6% | -77.3% |
| 10Y | -51.0% | +232.8% | -283.8% | -91.0% |
| All | -51.0% | +231.8% | -282.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling