+37.5%
KOSS price history and return analytics
+223.7%
-186.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.2% |
| 7D | +5.4% | +0.4% | +5.1% | +5.4% |
| 30D | -14.1% | -2.6% | -11.5% | -12.9% |
| 3M | -11.3% | -3.2% | -8.1% | -9.8% |
| 6M | -20.7% | +0.9% | -21.6% | -21.0% |
| YTD | -20.3% | +11.3% | -31.6% | -24.0% |
| 1Y | -26.7% | +14.0% | -40.7% | -30.7% |
| 3Y | +22.2% | +75.8% | -53.6% | +2.9% |
| 5Y | -79.5% | +57.8% | -137.3% | -83.8% |
| 10Y | +37.5% | +219.8% | -182.3% | +8.3% |
| All | +37.5% | +223.7% | -186.2% | +8.3% |
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