-1.0%
ALK vs TKO
+5.6%
-6.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +7.3% |
| 7D | +12.4% | +11.3% | +1.2% | +7.5% |
| 30D | +2.1% | +9.3% | -7.2% | -1.6% |
| 3M | -23.9% | +5.3% | -29.2% | -26.0% |
| 6M | +8.2% | +4.9% | +3.4% | +4.4% |
| YTD | -20.5% | -6.3% | -14.2% | -18.0% |
| 1Y | -1.0% | +4.9% | -5.9% | -4.1% |
| All | -1.0% | +5.6% | -6.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling