-37.0%
ALK vs TKO
+989.7%
-1,026.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -2.1% | +2.3% | -4.4% | -2.9% |
| 30D | -13.1% | -2.5% | -10.6% | -12.6% |
| 3M | -11.8% | -10.6% | -1.2% | -9.0% |
| 6M | -0.4% | -5.1% | +4.7% | +0.8% |
| YTD | -18.2% | -8.2% | -10.0% | -16.4% |
| 1Y | -35.5% | -4.4% | -31.1% | -35.1% |
| 3Y | +1.8% | +100.4% | -98.6% | -19.8% |
| 5Y | -26.6% | +294.3% | -320.9% | -54.3% |
| All | -37.0% | +989.7% | -1,026.6% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling