-59.2%
NKE vs TKO
+102.7%
-161.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | +2.3% | -6.5% | -4.6% |
| 30D | -8.2% | -2.5% | -5.7% | -7.8% |
| 3M | -19.1% | -10.6% | -8.5% | -17.5% |
| 6M | -32.6% | -5.1% | -27.6% | -32.2% |
| YTD | -40.7% | -8.2% | -32.5% | -40.0% |
| 1Y | -48.9% | -4.4% | -44.4% | -48.7% |
| 3Y | -59.2% | +100.4% | -159.6% | -63.0% |
| All | -59.2% | +102.7% | -161.9% | -63.0% |
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