+43.1%
COF vs TKO
+291.2%
-248.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.1% | +2.3% | -7.5% | -5.8% |
| 30D | -6.0% | -2.5% | -3.6% | -5.5% |
| 3M | +14.8% | -10.6% | +25.4% | +18.0% |
| 6M | +15.3% | -5.1% | +20.4% | +16.1% |
| YTD | -13.0% | -8.2% | -4.8% | -11.8% |
| 1Y | -5.7% | -4.4% | -1.3% | -5.7% |
| 3Y | +118.1% | +100.4% | +17.8% | +74.9% |
| All | +43.1% | +291.2% | -248.1% | -24.0% |
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