+29.7%
KODK vs SPY
+14.6%
+15.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +1.7% | -15.0% | -14.8% |
| 7D | -20.3% | -0.7% | -19.6% | -19.6% |
| 30D | -25.1% | -1.0% | -24.1% | -24.3% |
| 3M | -15.9% | -0.3% | -15.6% | -15.5% |
| 6M | -47.1% | +7.3% | -54.5% | -51.0% |
| YTD | -11.2% | +13.3% | -24.6% | -22.8% |
| 1Y | +29.7% | +14.8% | +14.9% | +9.5% |
| All | +29.7% | +14.6% | +15.1% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling