-13.3%
BKNG vs TKO
+2.8%
-16.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | +12.2% | +5.8% | +6.4% | +10.8% |
| 30D | +7.0% | +7.2% | -0.2% | +5.4% |
| 3M | -18.3% | +3.7% | -22.0% | -19.0% |
| 6M | +1.1% | +2.0% | -0.8% | +0.6% |
| YTD | -20.7% | -8.4% | -12.3% | -19.4% |
| 1Y | -13.3% | +2.6% | -15.9% | -14.2% |
| All | -13.3% | +2.8% | -16.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling