+26.8%
KEY vs TYL
-8.8%
+35.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +8.4% | +21.1% | -12.7% | +7.5% |
| 3M | -5.8% | +28.9% | -34.7% | -6.8% |
| 6M | +5.4% | +42.0% | -36.6% | +3.7% |
| YTD | +7.1% | -6.6% | +13.6% | +9.9% |
| 1Y | +26.8% | -9.1% | +35.9% | +31.3% |
| All | +26.8% | -8.8% | +35.6% | +31.3% |
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 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