-43.6%
KOS vs VT
+226.2%
-269.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | -6.5% | -1.6% | -4.9% | -4.0% |
| 30D | +3.2% | -2.5% | +5.7% | +7.3% |
| 3M | +2.4% | -1.3% | +3.7% | +3.0% |
| 6M | -19.1% | +3.1% | -22.2% | -27.3% |
| YTD | +184.6% | +10.9% | +173.7% | +116.7% |
| 1Y | +75.0% | +12.1% | +62.9% | +29.6% |
| 3Y | -65.7% | +73.9% | -139.6% | -89.3% |
| 5Y | -30.2% | +58.0% | -88.2% | -73.5% |
| All | -43.6% | +226.2% | -269.8% | -89.2% |
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