+39.8%
BKNG vs TKO
+102.0%
-62.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -10.7% | +0.1% | -10.8% | -10.7% |
| 30D | -18.1% | -2.6% | -15.5% | -17.7% |
| 3M | +8.5% | -7.8% | +16.3% | +10.2% |
| 6M | -0.1% | -7.0% | +7.0% | +1.1% |
| YTD | -18.2% | -8.5% | -9.7% | -17.1% |
| 1Y | -19.9% | -1.3% | -18.6% | -20.4% |
| All | +39.8% | +102.0% | -62.1% | +20.8% |
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