-78.4%
KEEL vs TYL
-23.0%
-55.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -0.5% | +0.8% | -1.4% | -1.0% |
| 30D | -27.1% | +21.1% | -48.2% | -37.0% |
| 3M | -43.8% | +28.9% | -72.7% | -54.8% |
| 6M | -55.2% | +42.0% | -97.2% | -69.5% |
| YTD | -20.9% | -6.6% | -14.3% | -23.6% |
| 1Y | -28.5% | -9.1% | -19.4% | -29.6% |
| 3Y | +66.1% | +1.8% | +64.2% | +21.7% |
| All | -78.4% | -23.0% | -55.4% | -74.3% |
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