+652.2%
NKE vs TKO
+1,400.2%
-748.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 6M | -32.6% | -5.1% | -27.6% | -32.3% |
| YTD | -40.7% | -8.2% | -32.5% | -40.1% |
| 1Y | -48.9% | -4.4% | -44.4% | -48.8% |
| 3Y | -59.2% | +100.4% | -159.6% | -64.3% |
| 5Y | -75.3% | +294.3% | -369.6% | -80.8% |
| 10Y | -23.1% | +983.2% | -1,006.2% | -51.1% |
| All | +652.2% | +1,400.2% | -748.1% | +246.1% |
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