+20.4%
KEY vs TYL
-34.2%
+54.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.4% |
| 7D | +2.2% | -3.7% | +5.9% | +2.3% |
| 30D | -3.0% | +18.7% | -21.8% | -3.6% |
| 3M | +3.3% | +18.1% | -14.8% | +2.7% |
| 6M | +9.2% | -1.1% | +10.3% | +9.8% |
| YTD | +10.6% | -19.8% | +30.5% | +13.0% |
| 1Y | +20.4% | -34.3% | +54.7% | +25.0% |
| All | +20.4% | -34.2% | +54.6% | +25.0% |
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