-48.9%
KOSS vs VT
+356.1%
-405.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.7% | -1.6% | -7.1% | -8.3% |
| 30D | -18.9% | -2.5% | -16.4% | -18.3% |
| 3M | -16.1% | -1.3% | -14.8% | -15.8% |
| 6M | -28.2% | +3.1% | -31.3% | -28.9% |
| YTD | -24.4% | +10.9% | -35.3% | -26.5% |
| 1Y | -34.5% | +12.1% | -46.6% | -36.4% |
| 3Y | +8.7% | +73.9% | -65.2% | -3.1% |
| 5Y | -81.0% | +58.0% | -138.9% | -83.0% |
| 10Y | +17.2% | +225.5% | -208.2% | -7.0% |
| All | -48.9% | +356.1% | -405.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling