+14.3%
KOSS vs VT
+214.8%
-200.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -5.7% |
| 7D | -11.1% | -4.2% | -7.0% | -9.2% |
| 30D | -21.1% | -5.8% | -15.3% | -18.7% |
| 3M | -18.8% | -5.2% | -13.5% | -16.6% |
| 6M | -31.3% | +0.1% | -31.4% | -31.3% |
| YTD | -26.8% | +8.2% | -35.0% | -29.2% |
| 1Y | -35.7% | +10.1% | -45.8% | -38.2% |
| 3Y | +5.2% | +69.7% | -64.5% | -10.1% |
| 5Y | -81.3% | +53.4% | -134.7% | -85.1% |
| All | +14.3% | +214.8% | -200.5% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling