-23.3%
MKC vs TKO
+1.2%
-24.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -0.9% | +1.6% | -2.5% | -1.0% |
| 3M | +12.7% | -7.8% | +20.5% | +14.0% |
| 6M | -19.3% | -13.3% | -6.0% | -17.8% |
| YTD | -22.2% | -10.3% | -11.9% | -21.1% |
| 1Y | -23.3% | -0.6% | -22.7% | -22.7% |
| All | -23.3% | +1.2% | -24.5% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling