+154.0%
CNH vs TKO
+989.7%
-835.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.7% | +2.3% | -8.0% | -6.3% |
| 30D | +26.6% | -2.5% | +29.0% | +27.0% |
| 3M | +31.1% | -10.6% | +41.7% | +34.1% |
| 6M | +24.9% | -5.1% | +29.9% | +25.5% |
| YTD | +48.7% | -8.2% | +56.9% | +50.3% |
| 1Y | +22.2% | -4.4% | +26.6% | +21.9% |
| 3Y | +7.4% | +100.4% | -92.9% | -13.0% |
| 5Y | +10.8% | +294.3% | -283.5% | -26.8% |
| All | +154.0% | +989.7% | -835.7% | +38.0% |
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 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