-85.1%
KOS vs VT
+328.2%
-413.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | -6.5% | -1.6% | -4.9% | -4.3% |
| 30D | +3.2% | -2.5% | +5.7% | +6.8% |
| 3M | +2.4% | -1.3% | +3.7% | +3.0% |
| 6M | -19.1% | +3.1% | -22.2% | -26.1% |
| YTD | +184.6% | +10.9% | +173.7% | +125.9% |
| 1Y | +75.0% | +12.1% | +62.9% | +35.7% |
| 3Y | -65.7% | +73.9% | -139.6% | -86.9% |
| 5Y | -30.2% | +58.0% | -88.2% | -68.6% |
| 10Y | -45.9% | +225.5% | -271.3% | -87.8% |
| All | -85.1% | +328.2% | -413.3% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling