+994.4%
KOD vs SPY
+192.0%
+802.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +12.0% | +2.6% | +9.4% | +8.1% |
| 30D | +37.1% | -2.0% | +39.1% | +41.5% |
| 3M | +178.1% | -2.8% | +180.9% | +188.5% |
| 6M | +180.7% | +2.1% | +178.6% | +170.5% |
| YTD | +297.7% | +11.5% | +286.2% | +236.6% |
| 1Y | +489.2% | +13.5% | +475.8% | +385.4% |
| 3Y | +6,077.2% | +77.7% | +5,999.5% | +2,758.8% |
| 5Y | -1.0% | +72.6% | -73.6% | -46.7% |
| All | +994.4% | +192.0% | +802.4% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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