-58.7%
KODK vs VT
+258.3%
-317.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +7.9% |
| 7D | -8.7% | -2.3% | -6.3% | -6.1% |
| 30D | -18.2% | -5.0% | -13.2% | -12.4% |
| 3M | -15.2% | -4.9% | -10.4% | -9.3% |
| 6M | -44.8% | -1.5% | -43.3% | -44.3% |
| YTD | -5.3% | +8.5% | -13.8% | -17.6% |
| 1Y | +36.9% | +11.4% | +25.5% | +15.1% |
| 3Y | +108.6% | +70.1% | +38.5% | -0.3% |
| 5Y | +14.1% | +53.7% | -39.6% | -34.5% |
| 10Y | -44.8% | +220.0% | -264.7% | -86.7% |
| All | -58.7% | +258.3% | -317.1% | -89.8% |
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