+312.2%
KEEL vs TYL
+36.7%
+275.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +11.9% | +9.9% |
| 7D | +21.5% | -7.6% | +29.1% | +26.4% |
| 30D | -3.9% | +11.3% | -15.2% | -11.0% |
| 3M | -34.1% | +14.5% | -48.6% | -42.7% |
| 6M | +82.8% | -7.1% | +90.0% | +77.8% |
| YTD | +58.7% | -23.4% | +82.1% | +74.1% |
| 1Y | +191.4% | -38.6% | +230.0% | +274.9% |
| 3Y | +205.7% | -11.3% | +217.0% | +178.3% |
| 5Y | -37.0% | -28.0% | -9.0% | -33.3% |
| All | +312.2% | +36.7% | +275.5% | +528.4% |
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