+6.8%
KDP vs TYL
-25.2%
+32.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.4% |
| 7D | +1.3% | -3.7% | +5.0% | +1.8% |
| 30D | +6.0% | +18.7% | -12.8% | +3.6% |
| 3M | +9.2% | +18.1% | -8.9% | +6.7% |
| 6M | +14.7% | -1.1% | +15.8% | +14.2% |
| YTD | +19.2% | -19.8% | +39.0% | +22.1% |
| 1Y | +15.2% | -34.3% | +49.5% | +21.5% |
| 3Y | +6.0% | -8.2% | +14.2% | +5.4% |
| All | +6.8% | -25.2% | +32.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling