+177.6%
KEEL vs TYL
-34.2%
+211.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.6% | +1.8% |
| 7D | +7.8% | -3.7% | +11.4% | +6.0% |
| 30D | -11.7% | +18.7% | -30.4% | -4.1% |
| 3M | -41.5% | +18.1% | -59.6% | -35.6% |
| 6M | +54.9% | -1.1% | +56.0% | +71.5% |
| YTD | +47.7% | -19.8% | +67.5% | +57.0% |
| 1Y | +177.6% | -34.3% | +211.9% | +179.1% |
| All | +177.6% | -34.2% | +211.8% | +179.1% |
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 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