+8.8%
AWK vs TKO
+102.0%
-93.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | +0.1% | -0.9% | -0.7% |
| 30D | +2.8% | -2.6% | +5.4% | +2.8% |
| 3M | +11.3% | -7.8% | +19.1% | +11.4% |
| 6M | +6.7% | -7.0% | +13.7% | +6.8% |
| YTD | +9.4% | -8.5% | +17.9% | +9.4% |
| 1Y | +3.7% | -1.3% | +5.0% | +3.6% |
| All | +8.8% | +102.0% | -93.1% | +3.5% |
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