-53.3%
KOS vs VT
+224.5%
-277.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.7% | +0.4% | +0.3% | -0.3% |
| 30D | +18.3% | +1.0% | +17.3% | +15.7% |
| 3M | -7.9% | +2.4% | -10.3% | -13.9% |
| 6M | +9.4% | +12.0% | -2.6% | -17.8% |
| YTD | +205.5% | +15.3% | +190.2% | +119.3% |
| 1Y | +61.6% | +22.6% | +39.0% | +2.2% |
| 3Y | -63.1% | +74.7% | -137.8% | -88.4% |
| 5Y | +16.3% | +66.1% | -49.8% | -59.1% |
| All | -53.3% | +224.5% | -277.8% | -92.4% |
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