+125.3%
KEY vs TYL
+1.8%
+123.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | +0.5% | +4.3% | -3.8% | -0.1% |
| 30D | +6.9% | +28.0% | -21.1% | +3.1% |
| 3M | -5.0% | +32.3% | -37.3% | -9.0% |
| 6M | +0.7% | +29.9% | -29.2% | -3.5% |
| YTD | +6.5% | -7.1% | +13.6% | +9.4% |
| 1Y | +22.6% | -9.2% | +31.8% | +26.7% |
| 3Y | +125.3% | +0.7% | +124.6% | +141.7% |
| All | +125.3% | +1.8% | +123.5% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling