+601.8%
HON vs TKO
+1,395.0%
-793.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -11.9% | -2.6% | -9.3% | -11.6% |
| 3M | -6.1% | -7.8% | +1.7% | -5.0% |
| 6M | -19.2% | -7.0% | -12.2% | -18.5% |
| YTD | +0.2% | -8.5% | +8.7% | +1.1% |
| 1Y | -1.5% | -1.3% | -0.2% | -2.1% |
| 3Y | +17.9% | +105.0% | -87.0% | +0.1% |
| 5Y | +1.9% | +292.9% | -291.0% | -25.0% |
| 10Y | +135.2% | +979.3% | -844.2% | +34.3% |
| All | +601.8% | +1,395.0% | -793.1% | +186.1% |
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