+1,117.5%
KDP vs TYL
+2,391.6%
-1,274.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.1% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +6.0% | +18.7% | -12.8% | +2.2% |
| 3M | +9.2% | +18.1% | -8.9% | +5.2% |
| 6M | +14.7% | -1.1% | +15.8% | +14.1% |
| YTD | +19.2% | -19.8% | +39.0% | +23.1% |
| 1Y | +15.2% | -34.3% | +49.5% | +24.1% |
| 3Y | +6.0% | -8.2% | +14.2% | +4.6% |
| 5Y | +5.4% | -25.4% | +30.8% | +6.4% |
| 10Y | +171.9% | +115.6% | +56.3% | +105.5% |
| All | +1,117.5% | +2,391.6% | -1,274.2% | +245.9% |
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