+119.4%
KEYS vs TYL
+2.6%
+116.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.3% |
| 7D | -11.4% | +6.7% | -18.1% | -11.2% |
| 30D | -28.7% | +26.5% | -55.2% | -28.4% |
| 3M | -19.2% | +37.3% | -56.5% | -19.6% |
| 6M | -25.8% | +31.2% | -56.9% | -25.9% |
| YTD | +33.9% | -7.4% | +41.3% | +46.4% |
| 1Y | +47.1% | -9.6% | +56.6% | +62.0% |
| 3Y | +119.4% | +1.9% | +117.5% | +129.2% |
| All | +119.4% | +2.6% | +116.8% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling