+125.4%
CHD vs TKO
+989.7%
-864.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | -6.7% | -2.5% | -4.2% | -6.6% |
| 3M | -2.7% | -10.6% | +7.9% | -2.0% |
| 6M | -4.9% | -5.1% | +0.1% | -4.7% |
| YTD | +13.3% | -8.2% | +21.6% | +13.8% |
| 1Y | +1.0% | -4.4% | +5.4% | +1.0% |
| 3Y | +1.3% | +100.4% | -99.0% | -5.4% |
| 5Y | +20.8% | +294.3% | -273.5% | +5.0% |
| All | +125.4% | +989.7% | -864.3% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling