+1,020.9%
KEYS vs TYL
+102.8%
+918.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +2.9% | -8.6% | +11.5% | +6.3% |
| 30D | -1.3% | +7.5% | -8.9% | -4.7% |
| 3M | -0.1% | +10.9% | -11.1% | -6.5% |
| 6M | +17.4% | -6.7% | +24.1% | +16.8% |
| YTD | +62.9% | -24.5% | +87.4% | +76.5% |
| 1Y | +95.7% | -38.6% | +134.4% | +134.1% |
| 3Y | +150.2% | -12.6% | +162.8% | +142.6% |
| 5Y | +83.1% | -28.2% | +111.3% | +91.9% |
| 10Y | +1,020.9% | +104.0% | +916.9% | +625.6% |
| All | +1,020.9% | +102.8% | +918.2% | +625.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling