+42.7%
CI vs TKO
+306.8%
-264.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | -5.2% | -6.2% | +1.0% | -5.0% |
| 6M | +4.3% | -5.6% | +10.0% | +4.5% |
| YTD | +2.8% | -7.8% | +10.6% | +3.1% |
| 1Y | -5.8% | -1.2% | -4.6% | -5.9% |
| 3Y | +4.7% | +106.5% | -101.8% | -0.2% |
| 5Y | +42.7% | +310.4% | -267.7% | +18.0% |
| All | +42.7% | +306.8% | -264.1% | +18.0% |
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