+248.0%
KOD vs SPY
+197.4%
+50.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.5% |
| 30D | -18.9% | +0.1% | -19.0% | -19.1% |
| 3M | +3.5% | +2.0% | +1.5% | +0.3% |
| 6M | +31.7% | +13.0% | +18.7% | +9.5% |
| YTD | +26.5% | +13.5% | +12.9% | +4.6% |
| 1Y | +313.6% | +20.0% | +293.6% | +217.8% |
| 3Y | +1,373.3% | +77.2% | +1,296.1% | +590.0% |
| 5Y | -61.5% | +81.9% | -143.4% | -80.5% |
| All | +248.0% | +197.4% | +50.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling