+10.2%
CNH vs TKO
+303.5%
-293.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +27.0% | -2.6% | +29.6% | +27.4% |
| 3M | +32.6% | -7.8% | +40.4% | +34.4% |
| 6M | +23.6% | -7.0% | +30.6% | +24.6% |
| YTD | +47.8% | -8.5% | +56.4% | +49.3% |
| 1Y | +21.3% | -1.3% | +22.6% | +19.9% |
| 3Y | +7.0% | +105.0% | -98.0% | -12.7% |
| 5Y | +10.2% | +292.9% | -282.7% | -34.1% |
| All | +10.2% | +303.5% | -293.3% | -34.1% |
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