-40.2%
KOS vs VT
+59.7%
-99.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -14.9% |
| 7D | -18.5% | -0.3% | -18.2% | -18.5% |
| 30D | -10.7% | -1.4% | -9.3% | -9.8% |
| 3M | -7.0% | -1.4% | -5.6% | -6.6% |
| 6M | -31.2% | +5.5% | -36.7% | -37.5% |
| YTD | +147.3% | +12.8% | +134.4% | +103.3% |
| 1Y | +52.0% | +15.4% | +36.6% | +20.6% |
| 3Y | -70.2% | +76.9% | -147.1% | -86.4% |
| All | -40.2% | +59.7% | -99.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling