-100.0%
VIVK vs TKO
+102.7%
-202.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.7% | -7.5% |
| 7D | -4.4% | +2.3% | -6.7% | -5.0% |
| 30D | -40.8% | -2.5% | -38.3% | -40.3% |
| 3M | -94.1% | -10.6% | -83.5% | -93.9% |
| 6M | -98.2% | -5.1% | -93.1% | -98.2% |
| YTD | -98.0% | -8.2% | -89.8% | -97.9% |
| 1Y | -100.0% | -4.4% | -95.5% | -100.0% |
| 3Y | -100.0% | +100.4% | -200.4% | -100.0% |
| All | -100.0% | +102.7% | -202.6% | -100.0% |
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 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