-67.3%
ALHC vs TKO
+276.1%
-343.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | -10.6% | +13.4% | -23.9% | -12.2% |
| 3M | -45.3% | -1.7% | -43.6% | -45.2% |
| 6M | -59.7% | +7.2% | -66.9% | -60.3% |
| YTD | -62.7% | -5.4% | -57.4% | -62.6% |
| 1Y | -56.1% | +8.7% | -64.8% | -56.9% |
| 3Y | +21.3% | +150.4% | -129.2% | -0.9% |
| All | -67.3% | +276.1% | -343.4% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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