+19.2%
KOSS vs VT
+215.5%
-196.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -6.8% | -2.3% | -4.5% | -5.6% |
| 30D | -15.3% | -5.0% | -10.3% | -13.1% |
| 3M | -15.3% | -4.9% | -10.4% | -13.2% |
| 6M | -26.5% | -1.5% | -25.0% | -25.9% |
| YTD | -23.7% | +8.5% | -32.2% | -26.3% |
| 1Y | -30.4% | +11.4% | -41.8% | -33.5% |
| 3Y | +10.5% | +70.1% | -59.6% | -5.7% |
| 5Y | -80.5% | +53.7% | -134.3% | -84.5% |
| All | +19.2% | +215.5% | -196.3% | -2.5% |
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