-52.1%
KODK vs VT
+281.0%
-333.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +2.8% | +0.4% | +2.3% | +2.1% |
| 30D | -5.8% | +1.0% | -6.8% | -7.1% |
| 3M | -4.5% | +2.4% | -6.9% | -8.0% |
| 6M | +34.2% | +12.0% | +22.2% | +12.1% |
| YTD | +9.8% | +15.3% | -5.5% | -12.1% |
| 1Y | +60.4% | +22.6% | +37.9% | +18.3% |
| 3Y | +111.6% | +74.7% | +36.9% | -2.1% |
| 5Y | +28.7% | +66.1% | -37.5% | -33.4% |
| 10Y | -40.4% | +225.0% | -265.4% | -86.1% |
| All | -52.1% | +281.0% | -333.1% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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