+425.9%
CORZ vs TKO
+117.7%
+308.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.6% |
| 7D | +7.6% | +0.7% | +6.9% | +7.4% |
| 30D | -6.9% | +0.9% | -7.8% | -7.3% |
| 3M | -33.0% | -6.2% | -26.9% | -31.7% |
| 6M | +19.3% | -5.6% | +24.9% | +21.0% |
| YTD | +24.2% | -7.8% | +32.1% | +26.5% |
| 1Y | +24.5% | -1.2% | +25.7% | +22.0% |
| All | +425.9% | +117.7% | +308.1% | +285.5% |
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