+43.5%
KDP vs TYL
-10.1%
+53.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +5.4% |
| 7D | +5.3% | +17.3% | -11.9% | +3.7% |
| 30D | +19.1% | +28.9% | -9.8% | +16.3% |
| 3M | +19.2% | +35.1% | -15.9% | +16.2% |
| 6M | +29.3% | +29.3% | 0.0% | +25.4% |
| YTD | +35.5% | -6.8% | +42.3% | +32.4% |
| 1Y | +43.5% | -9.9% | +53.4% | +40.6% |
| All | +43.5% | -10.1% | +53.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling