+950.9%
MKC vs TKO
+1,395.0%
-444.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -3.4% | -2.6% | -0.8% | -3.2% |
| 3M | +3.8% | -7.8% | +11.5% | +4.4% |
| 6M | -17.9% | -7.0% | -10.9% | -17.6% |
| YTD | -23.6% | -8.5% | -15.1% | -23.2% |
| 1Y | -23.1% | -1.3% | -21.8% | -23.2% |
| 3Y | -31.5% | +105.0% | -136.5% | -36.1% |
| 5Y | -33.1% | +292.9% | -326.0% | -41.3% |
| 10Y | +29.3% | +979.3% | -950.0% | +2.8% |
| All | +950.9% | +1,395.0% | -444.1% | +623.0% |
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 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