+59.6%
KEYS vs TYL
-10.1%
+69.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.7% | -11.0% | -4.8% |
| 7D | -14.8% | +17.3% | -32.1% | -10.2% |
| 30D | -25.6% | +28.9% | -54.5% | -19.4% |
| 3M | -16.2% | +35.1% | -51.3% | -8.0% |
| 6M | -18.6% | +29.3% | -48.0% | -9.2% |
| YTD | +40.7% | -6.8% | +47.5% | +60.8% |
| 1Y | +59.6% | -9.9% | +69.5% | +85.6% |
| All | +59.6% | -10.1% | +69.7% | +85.6% |
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 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