+9.8%
TKO vs CAI
-9.9%
+19.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | +2.3% | -2.9% | +5.2% | +2.7% |
| 30D | -2.5% | +9.3% | -11.8% | -3.9% |
| 3M | -10.6% | +35.2% | -45.8% | -14.9% |
| 6M | -5.1% | +30.7% | -35.8% | -10.4% |
| YTD | -8.2% | -9.8% | +1.6% | -10.2% |
| 1Y | -4.4% | -28.9% | +24.4% | -4.3% |
| All | +9.8% | -9.9% | +19.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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