+1.5%
HON vs TKO
+291.2%
-289.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 6M | -18.7% | -5.1% | -13.7% | -18.4% |
| YTD | +0.2% | -8.2% | +8.5% | +1.1% |
| 1Y | -3.1% | -4.4% | +1.4% | -3.0% |
| 3Y | +17.0% | +100.4% | -83.4% | +3.1% |
| All | +1.5% | +291.2% | -289.7% | -30.4% |
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