-3.6%
KOD vs SPY
+74.0%
-77.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | +18.9% | +3.3% | +15.6% | +12.7% |
| 30D | +18.1% | -2.7% | +20.8% | +24.4% |
| 3M | +149.4% | -1.7% | +151.1% | +155.3% |
| 6M | +174.1% | +3.1% | +171.0% | +156.4% |
| YTD | +287.2% | +11.9% | +275.3% | +210.5% |
| 1Y | +434.6% | +12.0% | +422.6% | +328.1% |
| 3Y | +6,193.6% | +78.2% | +6,115.4% | +2,143.1% |
| 5Y | -3.6% | +73.2% | -76.9% | -55.2% |
| All | -3.6% | +74.0% | -77.7% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling