+13,155.8%
COR vs TKO
+1,446.8%
+11,709.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +7.8% | +2.3% | +5.5% | +7.6% |
| 30D | +7.0% | +13.4% | -6.4% | +5.8% |
| 3M | +16.3% | -1.7% | +18.0% | +16.4% |
| 6M | +41.3% | +7.2% | +34.1% | +40.1% |
| YTD | +7.1% | -5.4% | +12.5% | +7.3% |
| 1Y | -0.8% | +8.7% | -9.5% | -2.0% |
| 3Y | +85.0% | +150.4% | -65.4% | +67.2% |
| 5Y | +203.9% | +276.6% | -72.8% | +161.0% |
| 10Y | +510.3% | +1,134.6% | -624.3% | +360.5% |
| All | +13,155.8% | +1,446.8% | +11,709.0% | +7,417.3% |
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