+1,013.4%
KEY vs TYL
+14,906.9%
-13,893.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | -2.5% | +15.1% | -17.6% | -4.1% |
| 30D | +4.1% | +30.1% | -26.0% | +0.8% |
| 3M | -8.4% | +40.4% | -48.7% | -12.2% |
| 6M | -2.3% | +31.3% | -33.6% | -5.9% |
| YTD | +4.6% | -5.2% | +9.8% | +4.1% |
| 1Y | +24.6% | -6.6% | +31.2% | +24.2% |
| 3Y | +112.8% | +3.4% | +109.4% | +108.9% |
| 5Y | +12.9% | -19.3% | +32.2% | +13.2% |
| 10Y | +126.7% | +178.1% | -51.5% | +98.0% |
| All | +1,013.4% | +14,906.9% | -13,893.5% | +611.8% |
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