+12.9%
KEY vs TYL
-20.5%
+33.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -2.5% | +15.1% | -17.6% | -6.0% |
| 30D | +4.1% | +30.1% | -26.0% | -2.8% |
| 3M | -8.4% | +40.4% | -48.7% | -16.5% |
| 6M | -2.3% | +31.3% | -33.6% | -10.0% |
| YTD | +4.6% | -5.2% | +9.8% | +5.5% |
| 1Y | +24.6% | -6.6% | +31.2% | +26.2% |
| 3Y | +112.8% | +3.4% | +109.4% | +103.6% |
| 5Y | +12.9% | -19.3% | +32.2% | +9.9% |
| All | +12.9% | -20.5% | +33.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling