+95.7%
KEYS vs TYL
-39.5%
+135.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -1.0% |
| 7D | +2.9% | -8.6% | +11.5% | +1.1% |
| 30D | -1.3% | +7.5% | -8.9% | +0.3% |
| 3M | -0.1% | +10.9% | -11.1% | +3.1% |
| 6M | +17.4% | -6.7% | +24.1% | +23.0% |
| YTD | +62.9% | -24.5% | +87.4% | +73.3% |
| 1Y | +95.7% | -38.6% | +134.4% | +116.2% |
| All | +95.7% | -39.5% | +135.2% | +116.2% |
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