+1,078.2%
KEY vs TYL
+12,593.6%
-11,515.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +2.6% |
| 30D | -3.0% | +18.7% | -21.8% | -5.1% |
| 3M | +3.3% | +18.1% | -14.8% | +1.0% |
| 6M | +9.2% | -1.1% | +10.3% | +8.7% |
| YTD | +10.6% | -19.8% | +30.5% | +12.5% |
| 1Y | +20.4% | -34.3% | +54.7% | +25.3% |
| 3Y | +121.8% | -8.2% | +130.1% | +121.2% |
| 5Y | +41.1% | -25.4% | +66.5% | +43.1% |
| 10Y | +168.5% | +115.6% | +52.9% | +141.7% |
| All | +1,078.2% | +12,593.6% | -11,515.5% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling