-41.5%
KOS vs VT
+53.2%
-94.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.0% |
| 7D | -17.9% | -4.2% | -13.7% | -14.6% |
| 30D | -15.4% | -5.8% | -9.6% | -10.5% |
| 3M | -6.4% | -5.2% | -1.1% | -2.1% |
| 6M | -29.5% | +0.1% | -29.6% | -32.2% |
| YTD | +141.8% | +8.2% | +133.5% | +107.4% |
| 1Y | +60.6% | +10.1% | +50.5% | +34.0% |
| 3Y | -70.9% | +69.7% | -140.6% | -86.2% |
| 5Y | -41.5% | +53.4% | -94.9% | -66.1% |
| All | -41.5% | +53.2% | -94.7% | -66.1% |
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