+30.0%
KDP vs TYL
+5.0%
+25.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +4.5% | +15.1% | -10.6% | +2.5% |
| 30D | +18.5% | +30.1% | -11.6% | +14.4% |
| 3M | +20.8% | +40.4% | -19.5% | +15.6% |
| 6M | +29.4% | +31.3% | -1.9% | +24.3% |
| YTD | +35.9% | -5.2% | +41.1% | +36.4% |
| 1Y | +42.5% | -6.6% | +49.1% | +43.3% |
| All | +30.0% | +5.0% | +25.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling