+66.9%
KEYS vs TYL
-8.8%
+75.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +9.4% | +0.8% | +8.6% | +9.7% |
| 30D | -16.8% | +21.1% | -37.9% | -11.3% |
| 3M | -15.9% | +28.9% | -44.8% | -8.5% |
| 6M | -17.6% | +42.0% | -59.6% | -8.3% |
| YTD | +46.5% | -6.6% | +53.1% | +70.3% |
| 1Y | +66.9% | -9.1% | +76.0% | +97.7% |
| All | +66.9% | -8.8% | +75.7% | +97.7% |
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