+223.5%
KOD vs SPY
+192.6%
+30.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | -9.6% | -2.0% | -7.6% | -6.9% |
| 30D | -21.9% | -1.7% | -20.3% | -20.1% |
| 3M | +4.6% | +4.7% | -0.1% | -2.6% |
| 6M | +30.9% | +12.5% | +18.4% | +9.4% |
| YTD | +17.6% | +11.7% | +5.8% | -0.4% |
| 1Y | +237.8% | +17.5% | +220.3% | +168.1% |
| 3Y | +1,457.8% | +76.6% | +1,381.3% | +634.3% |
| 5Y | -65.9% | +82.0% | -147.9% | -82.6% |
| All | +223.5% | +192.6% | +30.9% | +3.8% |
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