-100.0%
VIVK vs TKO
+2,182.4%
-2,282.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -35.1% | -2.6% | -32.5% | -35.1% |
| 3M | -93.4% | -7.8% | -85.6% | -93.3% |
| 6M | -98.0% | -7.0% | -91.0% | -98.0% |
| YTD | -97.9% | -8.5% | -89.3% | -97.9% |
| 1Y | -100.0% | -1.3% | -98.7% | -100.0% |
| 3Y | -100.0% | +105.0% | -204.9% | -100.0% |
| 5Y | -100.0% | +292.9% | -392.9% | -100.0% |
| 10Y | -100.0% | +979.3% | -1,079.3% | -100.0% |
| All | -100.0% | +2,182.4% | -2,282.4% | -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 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