+31.3%
KOSS vs SPY
+307.0%
-275.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.2% |
| 30D | -14.8% | -2.0% | -12.8% | -13.9% |
| 3M | -12.0% | -2.8% | -9.2% | -10.9% |
| 6M | -15.0% | +2.1% | -17.1% | -15.6% |
| YTD | -22.0% | +11.5% | -33.5% | -25.1% |
| 1Y | -32.7% | +13.5% | -46.2% | -35.8% |
| 3Y | +21.0% | +77.7% | -56.7% | +4.4% |
| 5Y | -79.7% | +72.6% | -152.3% | -83.5% |
| All | +31.3% | +307.0% | -275.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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