-53.6%
KODK vs SPY
+454.9%
-508.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | -9.8% | -1.4% | -8.4% | -8.1% |
| 3M | -5.0% | +3.7% | -8.7% | -9.9% |
| 6M | +31.9% | +13.0% | +18.9% | +10.5% |
| YTD | +6.5% | +12.4% | -5.9% | -10.0% |
| 1Y | +54.0% | +18.5% | +35.5% | +21.8% |
| 3Y | +121.9% | +77.6% | +44.3% | +6.4% |
| 5Y | +24.4% | +81.7% | -57.2% | -39.6% |
| 10Y | -37.8% | +319.7% | -357.5% | -88.6% |
| All | -53.6% | +454.9% | -508.5% | -91.6% |
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