+1,557.5%
CI vs TKO
+1,446.8%
+110.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +1.2% | +2.3% | -1.2% | +0.8% |
| 30D | +2.6% | +13.4% | -10.8% | +0.7% |
| 3M | +7.4% | -1.7% | +9.2% | +7.5% |
| 6M | -0.1% | +7.2% | -7.3% | -1.5% |
| YTD | +9.7% | -5.4% | +15.1% | +9.9% |
| 1Y | +12.1% | +8.7% | +3.4% | +10.0% |
| 3Y | +7.0% | +150.4% | -143.4% | -8.6% |
| 5Y | +49.7% | +276.6% | -226.9% | +17.8% |
| 10Y | +147.2% | +1,134.6% | -987.4% | +54.2% |
| All | +1,557.5% | +1,446.8% | +110.7% | +713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling