+13,739.4%
BLK vs TKO
+1,400.2%
+12,339.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.3% | +2.3% | -5.6% | -3.8% |
| 30D | -6.5% | -2.5% | -4.0% | -6.2% |
| 3M | +6.7% | -10.6% | +17.3% | +8.7% |
| 6M | +14.7% | -5.1% | +19.8% | +15.3% |
| YTD | +2.5% | -8.2% | +10.7% | +3.5% |
| 1Y | -2.8% | -4.4% | +1.7% | -2.7% |
| 3Y | +65.9% | +100.4% | -34.5% | +41.1% |
| 5Y | +33.0% | +294.3% | -261.3% | -2.4% |
| 10Y | +281.2% | +983.2% | -702.0% | +117.8% |
| All | +13,739.4% | +1,400.2% | +12,339.2% | +5,893.6% |
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