+8.9%
CAT vs TKO
+5.6%
+3.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -5.0% |
| 7D | -17.1% | +11.3% | -28.4% | -16.5% |
| 30D | -30.1% | +9.3% | -39.4% | -29.7% |
| 3M | -32.4% | +5.3% | -37.7% | -32.1% |
| 6M | -32.1% | +4.9% | -37.0% | -32.9% |
| YTD | +4.1% | -6.3% | +10.4% | +4.7% |
| 1Y | +8.9% | +4.9% | +4.0% | +7.5% |
| All | +8.9% | +5.6% | +3.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling