+180.7%
COR vs TKO
+303.5%
-122.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -3.7% | -2.6% | -1.1% | -3.6% |
| 3M | +14.3% | -7.8% | +22.1% | +14.8% |
| 6M | -8.5% | -7.0% | -1.5% | -8.2% |
| YTD | -4.4% | -8.5% | +4.1% | -4.1% |
| 1Y | +9.1% | -1.3% | +10.4% | +9.0% |
| 3Y | +85.2% | +105.0% | -19.8% | +75.4% |
| 5Y | +180.7% | +292.9% | -112.2% | +129.0% |
| All | +180.7% | +303.5% | -122.8% | +129.0% |
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