+105.5%
KEEL vs TYL
+66.7%
+38.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -0.5% | +0.8% | -1.4% | -0.9% |
| 30D | -27.1% | +21.1% | -48.2% | -35.0% |
| 3M | -43.8% | +28.9% | -72.7% | -52.6% |
| 6M | -55.2% | +42.0% | -97.2% | -66.5% |
| YTD | -20.9% | -6.6% | -14.3% | -23.5% |
| 1Y | -28.5% | -9.1% | -19.4% | -29.9% |
| 3Y | +66.1% | +1.8% | +64.2% | +40.7% |
| 5Y | -78.3% | -22.9% | -55.4% | -79.5% |
| All | +105.5% | +66.7% | +38.9% | +176.2% |
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