+1,046.8%
BKNG vs TKO
+1,395.0%
-348.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -10.7% | +0.1% | -10.8% | -10.8% |
| 30D | -18.1% | -2.6% | -15.5% | -17.6% |
| 3M | +8.5% | -7.8% | +16.3% | +10.5% |
| 6M | -0.1% | -7.0% | +7.0% | +1.2% |
| YTD | -18.2% | -8.5% | -9.7% | -17.1% |
| 1Y | -19.9% | -1.3% | -18.6% | -20.5% |
| 3Y | +41.6% | +105.0% | -63.4% | +13.9% |
| 5Y | +93.1% | +292.9% | -199.8% | +28.8% |
| 10Y | +214.8% | +979.3% | -764.6% | +49.2% |
| All | +1,046.8% | +1,395.0% | -348.2% | +217.0% |
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