+347.5%
ALK vs TKO
+1,446.8%
-1,099.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -1.2% | +2.3% | -3.5% | -1.7% |
| 30D | +7.7% | +13.4% | -5.7% | +4.2% |
| 3M | -19.0% | -1.7% | -17.3% | -18.7% |
| 6M | -0.2% | +7.2% | -7.4% | -2.5% |
| YTD | -23.5% | -5.4% | -18.1% | -22.7% |
| 1Y | -9.1% | +8.7% | -17.8% | -11.6% |
| 3Y | +12.0% | +150.4% | -138.4% | -14.1% |
| 5Y | -30.9% | +276.6% | -307.5% | -53.6% |
| 10Y | -45.6% | +1,134.6% | -1,180.2% | -74.9% |
| All | +347.5% | +1,446.8% | -1,099.4% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling