-80.7%
KOSS vs SPY
+67.4%
-148.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +3.9% |
| 7D | -6.8% | -2.7% | -4.1% | -3.0% |
| 30D | -15.3% | -5.4% | -9.9% | -8.5% |
| 3M | -15.3% | -4.1% | -11.2% | -10.4% |
| 6M | -26.5% | +0.7% | -27.2% | -27.6% |
| YTD | -23.7% | +8.7% | -32.3% | -32.1% |
| 1Y | -30.4% | +10.9% | -41.3% | -39.6% |
| 3Y | +10.5% | +75.0% | -64.5% | -46.8% |
| All | -80.7% | +67.4% | -148.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling