-30.7%
ALK vs TKO
+306.8%
-337.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.2% |
| 7D | -3.0% | +0.7% | -3.6% | -3.3% |
| 30D | -14.6% | +0.9% | -15.5% | -15.1% |
| 3M | -10.6% | -6.2% | -4.4% | -9.0% |
| 6M | -6.7% | -5.6% | -1.1% | -5.4% |
| YTD | -19.8% | -7.8% | -11.9% | -18.0% |
| 1Y | -35.2% | -1.2% | -34.0% | -35.5% |
| 3Y | +1.4% | +106.5% | -105.1% | -21.3% |
| 5Y | -30.7% | +310.4% | -341.0% | -62.6% |
| All | -30.7% | +306.8% | -337.4% | -62.6% |
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