-32.1%
MKC vs TKO
+102.7%
-134.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | -3.1% | -2.5% | -0.6% | -2.9% |
| 3M | +5.2% | -10.6% | +15.8% | +6.3% |
| 6M | -12.8% | -5.1% | -7.8% | -12.5% |
| YTD | -23.3% | -8.2% | -15.1% | -22.8% |
| 1Y | -24.1% | -4.4% | -19.7% | -23.9% |
| 3Y | -32.1% | +100.4% | -132.5% | -38.0% |
| All | -32.1% | +102.7% | -134.8% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling