+4,106.2%
DHR vs TKO
+1,400.2%
+2,706.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -3.6% | +2.3% | -5.9% | -4.0% |
| 30D | -2.7% | -2.5% | -0.3% | -2.4% |
| 3M | +10.9% | -10.6% | +21.5% | +12.7% |
| 6M | +3.0% | -5.1% | +8.1% | +3.5% |
| YTD | -12.2% | -8.2% | -4.0% | -11.5% |
| 1Y | +3.3% | -4.4% | +7.7% | +3.3% |
| 3Y | -8.2% | +100.4% | -108.6% | -19.6% |
| 5Y | -29.9% | +294.3% | -324.2% | -45.6% |
| 10Y | +208.5% | +983.2% | -774.7% | +92.4% |
| All | +4,106.2% | +1,400.2% | +2,706.0% | +1,708.4% |
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 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