+0.8%
ALK vs TKO
+5.4%
-4.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.8% |
| 7D | +0.9% | +2.6% | -1.7% | +0.2% |
| 30D | +3.3% | +11.6% | -8.4% | +0.6% |
| 3M | -17.6% | -0.1% | -17.4% | -17.8% |
| 6M | +0.8% | +6.7% | -5.9% | +0.6% |
| All | +0.8% | +5.4% | -4.6% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling