-31.9%
ALHC vs TKO
+291.2%
-323.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -6.9% | +2.3% | -9.2% | -7.1% |
| 30D | -6.7% | -2.5% | -4.3% | -6.5% |
| 3M | -37.7% | -10.6% | -27.1% | -36.9% |
| 6M | -30.0% | -5.1% | -24.9% | -29.8% |
| YTD | -36.2% | -8.2% | -27.9% | -35.7% |
| 1Y | -22.9% | -4.4% | -18.4% | -22.9% |
| 3Y | +138.4% | +100.4% | +38.0% | +106.6% |
| All | -31.9% | +291.2% | -323.1% | -60.5% |
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