+30.8%
KODK vs SPY
+82.3%
-51.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +2.9% |
| 7D | +0.2% | -0.8% | +1.0% | +1.5% |
| 30D | -8.1% | -1.1% | -7.0% | -6.5% |
| 3M | -3.8% | +3.9% | -7.7% | -9.8% |
| 6M | +34.0% | +13.6% | +20.4% | +7.3% |
| YTD | +10.0% | +12.7% | -2.6% | -10.5% |
| 1Y | +55.2% | +17.5% | +37.7% | +18.4% |
| 3Y | +127.1% | +76.9% | +50.2% | -7.3% |
| All | +30.8% | +82.3% | -51.5% | -45.9% |
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 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