+94.1%
CRH vs TKO
+291.2%
-197.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -6.1% | +2.3% | -8.4% | -6.7% |
| 30D | -9.3% | -2.5% | -6.8% | -8.8% |
| 3M | -15.2% | -10.6% | -4.6% | -13.1% |
| 6M | -14.2% | -5.1% | -9.2% | -13.6% |
| YTD | -28.3% | -8.2% | -20.0% | -27.3% |
| 1Y | -21.8% | -4.4% | -17.3% | -21.7% |
| 3Y | +71.6% | +100.4% | -28.7% | +45.3% |
| All | +94.1% | +291.2% | -197.1% | +23.4% |
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