+12.2%
KEY vs TYL
-21.3%
+33.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -1.3% | +6.7% | -7.9% | -2.9% |
| 30D | +5.1% | +26.5% | -21.4% | -1.2% |
| 3M | -7.1% | +37.3% | -44.4% | -14.9% |
| 6M | -4.4% | +31.2% | -35.5% | -12.0% |
| YTD | +4.0% | -7.4% | +11.4% | +5.5% |
| 1Y | +23.4% | -9.6% | +33.0% | +26.2% |
| 3Y | +113.9% | +1.9% | +112.0% | +105.2% |
| All | +12.2% | -21.3% | +33.5% | +10.6% |
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