+117.8%
KODK vs SPY
+75.5%
+42.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.1% |
| 7D | -2.4% | -2.0% | -0.4% | +0.8% |
| 30D | -11.4% | -1.7% | -9.8% | -9.1% |
| 3M | -8.0% | +4.7% | -12.8% | -15.1% |
| 6M | +28.5% | +12.5% | +16.0% | +4.0% |
| YTD | +5.6% | +11.7% | -6.2% | -13.5% |
| 1Y | +55.3% | +17.5% | +37.8% | +17.3% |
| All | +117.8% | +75.5% | +42.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling