+2,243.5%
JHX vs TKO
+4,052.2%
-1,808.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.3% | +2.3% | -8.6% | -6.8% |
| 30D | -7.7% | -2.5% | -5.3% | -7.4% |
| 3M | +19.2% | -10.6% | +29.8% | +21.5% |
| 6M | +38.3% | -5.1% | +43.3% | +39.3% |
| YTD | +37.2% | -8.2% | +45.4% | +38.9% |
| 1Y | +42.3% | -4.4% | +46.7% | +42.9% |
| 3Y | -4.4% | +100.4% | -104.8% | -17.9% |
| 5Y | -26.4% | +294.3% | -320.7% | -45.2% |
| 10Y | +106.3% | +983.2% | -876.9% | +21.0% |
| All | +2,243.5% | +4,052.2% | -1,808.7% | +930.8% |
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