+3.5%
CI vs TKO
+103.5%
-100.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | +0.5% | +0.9% | -0.4% | +0.5% |
| 3M | -5.2% | -6.2% | +1.0% | -5.1% |
| 6M | +4.3% | -5.6% | +10.0% | +4.4% |
| YTD | +2.8% | -7.8% | +10.6% | +2.9% |
| 1Y | -5.8% | -1.2% | -4.6% | -5.7% |
| All | +3.5% | +103.5% | -100.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling