+51.2%
CI vs TKO
+276.1%
-224.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +1.2% | +2.3% | -1.2% | +1.0% |
| 30D | +2.6% | +13.4% | -10.8% | +1.9% |
| 3M | +7.4% | -1.7% | +9.2% | +7.4% |
| 6M | -0.1% | +7.2% | -7.3% | -0.6% |
| YTD | +9.7% | -5.4% | +15.1% | +9.9% |
| 1Y | +12.1% | +8.7% | +3.4% | +11.5% |
| 3Y | +7.0% | +150.4% | -143.4% | +0.8% |
| All | +51.2% | +276.1% | -224.9% | +29.0% |
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