+94.2%
KEY vs TYL
+183.6%
-89.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +8.4% | +21.1% | -12.7% | +2.0% |
| 3M | -5.8% | +28.9% | -34.7% | -13.4% |
| 6M | +5.4% | +42.0% | -36.6% | -7.1% |
| YTD | +7.1% | -6.6% | +13.6% | +7.2% |
| 1Y | +26.8% | -9.1% | +35.9% | +28.2% |
| 3Y | +128.7% | +1.8% | +126.8% | +117.0% |
| 5Y | +13.6% | -22.9% | +36.6% | +15.8% |
| All | +94.2% | +183.6% | -89.4% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling