-41.3%
CORZ vs TKO
+5.6%
-47.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.4% | -13.7% | -11.0% |
| 7D | -14.9% | +11.3% | -26.2% | -16.8% |
| 30D | -23.1% | +9.3% | -32.4% | -24.6% |
| 3M | -44.1% | +5.3% | -49.4% | -44.6% |
| 6M | -39.5% | +4.9% | -44.4% | -40.3% |
| YTD | -12.4% | -6.3% | -6.1% | -11.5% |
| 1Y | -41.3% | +4.9% | -46.2% | -44.8% |
| All | -41.3% | +5.6% | -47.0% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling