+24.0%
KOSS vs SPY
+79.4%
-55.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | 0.0% |
| 7D | +0.9% | -0.9% | +1.8% | +2.4% |
| 30D | -13.8% | -2.4% | -11.5% | -10.7% |
| 3M | -11.5% | -1.2% | -10.3% | -10.1% |
| 6M | -15.1% | +3.3% | -18.4% | -19.4% |
| YTD | -20.0% | +12.3% | -32.3% | -32.7% |
| 1Y | -33.9% | +12.4% | -46.4% | -44.5% |
| All | +24.0% | +79.4% | -55.4% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling