+194.3%
NOK vs TKO
+102.7%
+91.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | +2.3% | +8.7% | +10.8% |
| 30D | +7.8% | -2.5% | +10.3% | +8.0% |
| 3M | -21.0% | -10.6% | -10.4% | -20.3% |
| 6M | +40.9% | -5.1% | +45.9% | +41.1% |
| YTD | +72.0% | -8.2% | +80.2% | +73.0% |
| 1Y | +140.9% | -4.4% | +145.3% | +140.7% |
| 3Y | +194.3% | +100.4% | +93.9% | +161.3% |
| All | +194.3% | +102.7% | +91.6% | +161.3% |
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