+12.9%
CORZ vs TKO
-14.6%
+27.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +8.4% | +0.7% | +7.6% | +8.1% |
| 30D | -17.8% | +1.6% | -19.4% | -18.2% |
| 3M | -35.9% | -7.8% | -28.1% | -34.0% |
| 6M | +12.9% | -13.3% | +26.2% | +20.5% |
| All | +12.9% | -14.6% | +27.5% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling