+82.6%
KO vs TKO
+291.2%
-208.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +0.2% | +2.3% | -2.1% | +0.1% |
| 30D | +1.8% | -2.5% | +4.3% | +1.9% |
| 3M | +7.7% | -10.6% | +18.3% | +8.2% |
| 6M | +15.3% | -5.1% | +20.3% | +15.4% |
| YTD | +28.0% | -8.2% | +36.2% | +28.3% |
| 1Y | +34.3% | -4.4% | +38.7% | +34.3% |
| 3Y | +63.8% | +100.4% | -36.6% | +55.6% |
| All | +82.6% | +291.2% | -208.6% | +57.8% |
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 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