+72.9%
KOSS vs SPY
+313.4%
-240.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -4.0% | +0.1% | -4.1% | -4.0% |
| 3M | -12.0% | +2.0% | -14.0% | -12.7% |
| 6M | -14.8% | +13.0% | -27.8% | -18.8% |
| YTD | -13.5% | +13.5% | -27.1% | -17.7% |
| 1Y | -41.0% | +20.0% | -61.0% | -44.9% |
| 3Y | -1.6% | +77.2% | -78.8% | -15.7% |
| 5Y | -80.7% | +81.9% | -162.6% | -84.2% |
| All | +72.9% | +313.4% | -240.5% | +26.7% |
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