+17.0%
HON vs TKO
+102.7%
-85.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.5% | +2.3% | -5.8% | -3.8% |
| 30D | -13.8% | -2.5% | -11.3% | -13.5% |
| 3M | -11.7% | -10.6% | -1.1% | -10.3% |
| 6M | -18.7% | -5.1% | -13.7% | -18.3% |
| YTD | +0.2% | -8.2% | +8.5% | +1.1% |
| 1Y | -3.1% | -4.4% | +1.4% | -2.9% |
| 3Y | +17.0% | +100.4% | -83.4% | +7.5% |
| All | +17.0% | +102.7% | -85.7% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling