-79.8%
KOSS vs VT
+59.7%
-139.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +2.2% |
| 7D | -4.4% | -0.3% | -4.1% | -3.9% |
| 30D | -15.9% | -1.4% | -14.5% | -14.0% |
| 3M | -11.4% | -1.4% | -10.0% | -9.8% |
| 6M | -22.3% | +5.5% | -27.7% | -29.4% |
| YTD | -20.8% | +12.8% | -33.6% | -35.3% |
| 1Y | -28.9% | +15.4% | -44.3% | -43.8% |
| 3Y | +13.9% | +76.9% | -63.0% | -51.7% |
| All | -79.8% | +59.7% | -139.5% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling