+13.7%
ALK vs TKO
+152.5%
-138.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.7% |
| 7D | +0.9% | +2.6% | -1.7% | -0.1% |
| 30D | +3.3% | +11.6% | -8.4% | -1.0% |
| 3M | -17.6% | -0.1% | -17.4% | -17.7% |
| 6M | +0.8% | +6.7% | -5.9% | -2.7% |
| YTD | -22.4% | -6.0% | -16.3% | -21.0% |
| 1Y | -10.1% | +8.5% | -18.6% | -13.8% |
| All | +13.7% | +152.5% | -138.8% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling