+237.3%
KEEL vs TYL
-12.9%
+250.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.5% |
| 7D | +19.3% | -8.6% | +27.9% | +19.5% |
| 30D | +9.1% | +7.5% | +1.6% | +8.5% |
| 3M | -31.5% | +10.9% | -42.5% | -32.8% |
| 6M | +75.8% | -6.7% | +82.5% | +81.3% |
| YTD | +57.9% | -24.5% | +82.4% | +78.0% |
| 1Y | +133.3% | -38.6% | +172.0% | +193.3% |
| All | +237.3% | -12.9% | +250.2% | +238.3% |
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 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