+171.6%
BKR vs TKO
+291.2%
-119.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -7.0% | +2.3% | -9.3% | -7.4% |
| 30D | -8.1% | -2.5% | -5.6% | -7.8% |
| 3M | -6.6% | -10.6% | +4.0% | -4.8% |
| 6M | +0.9% | -5.1% | +5.9% | +1.4% |
| YTD | +31.1% | -8.2% | +39.3% | +32.3% |
| 1Y | +27.7% | -4.4% | +32.1% | +27.5% |
| 3Y | +71.2% | +100.4% | -29.2% | +45.5% |
| All | +171.6% | +291.2% | -119.6% | +78.7% |
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