+115.0%
KEY vs TYL
+5.0%
+110.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.0% |
| 7D | -2.5% | +15.1% | -17.6% | -4.4% |
| 30D | +4.1% | +30.1% | -26.0% | +0.1% |
| 3M | -8.4% | +40.4% | -48.7% | -13.0% |
| 6M | -2.3% | +31.3% | -33.6% | -6.5% |
| YTD | +4.6% | -5.2% | +9.8% | +7.1% |
| 1Y | +24.6% | -6.6% | +31.2% | +28.1% |
| All | +115.0% | +5.0% | +110.1% | +123.2% |
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 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