-36.8%
KODK vs SPY
+322.5%
-359.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.1% |
| 7D | +0.2% | -0.8% | +1.0% | +1.3% |
| 30D | -8.1% | -1.1% | -7.0% | -6.7% |
| 3M | -3.8% | +3.9% | -7.7% | -9.0% |
| 6M | +34.0% | +13.6% | +20.4% | +10.8% |
| YTD | +10.0% | +12.7% | -2.6% | -7.8% |
| 1Y | +55.2% | +17.5% | +37.7% | +23.3% |
| 3Y | +127.1% | +76.9% | +50.2% | +7.1% |
| 5Y | +33.0% | +83.6% | -50.6% | -37.7% |
| All | -36.8% | +322.5% | -359.2% | -90.2% |
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 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