+394.0%
CAH vs TKO
+291.2%
+102.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | +2.3% | -7.4% | -5.4% |
| 30D | +0.2% | -2.5% | +2.7% | +0.4% |
| 3M | +6.3% | -10.6% | +16.9% | +7.5% |
| 6M | +9.4% | -5.1% | +14.4% | +9.7% |
| YTD | +15.0% | -8.2% | +23.2% | +15.6% |
| 1Y | +55.4% | -4.4% | +59.9% | +55.6% |
| 3Y | +173.8% | +100.4% | +73.5% | +154.7% |
| All | +394.0% | +291.2% | +102.8% | +288.5% |
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