-11.4%
RKT vs TKO
+291.2%
-302.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -6.3% | +2.3% | -8.6% | -7.0% |
| 30D | -6.2% | -2.5% | -3.7% | -5.4% |
| 3M | -1.9% | -10.6% | +8.7% | +1.6% |
| 6M | -13.0% | -5.1% | -8.0% | -11.6% |
| YTD | -31.9% | -8.2% | -23.7% | -30.2% |
| 1Y | -37.6% | -4.4% | -33.1% | -36.9% |
| 3Y | +36.8% | +100.4% | -63.6% | +8.8% |
| All | -11.4% | +291.2% | -302.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling