-4.6%
NOK vs TKO
+1,400.2%
-1,404.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | +2.3% | +8.7% | +10.5% |
| 30D | +7.8% | -2.5% | +10.3% | +8.3% |
| 3M | -21.0% | -10.6% | -10.4% | -19.5% |
| 6M | +40.9% | -5.1% | +45.9% | +41.2% |
| YTD | +72.0% | -8.2% | +80.2% | +73.2% |
| 1Y | +140.9% | -4.4% | +145.3% | +140.0% |
| 3Y | +194.3% | +100.4% | +93.9% | +144.2% |
| 5Y | +112.5% | +294.3% | -181.8% | +49.3% |
| 10Y | +137.7% | +983.2% | -845.4% | +24.6% |
| All | -4.6% | +1,400.2% | -1,404.8% | -69.9% |
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