+1,288.1%
KDP vs TYL
+2,845.7%
-1,557.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +4.5% | +15.1% | -10.6% | +1.5% |
| 30D | +18.5% | +30.1% | -11.6% | +12.1% |
| 3M | +20.8% | +40.4% | -19.5% | +12.4% |
| 6M | +29.4% | +31.3% | -1.9% | +21.5% |
| YTD | +35.9% | -5.2% | +41.1% | +35.3% |
| 1Y | +42.5% | -6.6% | +49.1% | +42.2% |
| 3Y | +29.4% | +3.4% | +26.0% | +24.7% |
| 5Y | +15.8% | -19.3% | +35.1% | +15.2% |
| 10Y | +236.5% | +178.1% | +58.3% | +140.0% |
| All | +1,288.1% | +2,845.7% | -1,557.6% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling