+96.0%
KEYS vs TYL
-34.2%
+130.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +0.6% |
| 7D | +2.3% | -3.7% | +5.9% | +1.5% |
| 30D | -2.6% | +18.7% | -21.4% | +0.7% |
| 3M | -4.6% | +18.1% | -22.8% | -0.4% |
| 6M | +8.7% | -1.1% | +9.9% | +15.3% |
| YTD | +61.0% | -19.8% | +80.8% | +73.4% |
| 1Y | +96.0% | -34.3% | +130.3% | +119.2% |
| All | +96.0% | -34.2% | +130.2% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling