-2.2%
BAH vs TKO
+306.5%
-308.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -6.6% | +0.9% | -7.5% | -6.7% |
| 3M | -7.2% | -6.2% | -1.0% | -6.6% |
| 6M | -10.0% | -5.6% | -4.4% | -9.6% |
| YTD | -12.5% | -7.8% | -4.6% | -11.9% |
| 1Y | -27.9% | -1.2% | -26.7% | -28.0% |
| 3Y | -31.4% | +106.5% | -137.9% | -36.9% |
| All | -2.2% | +306.5% | -308.8% | -24.1% |
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 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