+42.7%
MKSI vs TKO
+5.6%
+37.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.4% | -8.3% | -4.6% |
| 7D | -10.7% | +11.3% | -21.9% | -9.7% |
| 30D | -30.5% | +9.3% | -39.8% | -29.8% |
| 3M | -39.2% | +5.3% | -44.5% | -38.8% |
| 6M | -33.0% | +4.9% | -37.9% | -33.7% |
| YTD | +22.3% | -6.3% | +28.6% | +23.2% |
| 1Y | +42.7% | +4.9% | +37.8% | +46.5% |
| All | +42.7% | +5.6% | +37.0% | +46.5% |
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