+152.0%
KEYS vs TYL
-10.9%
+162.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.1% |
| 7D | +4.4% | -7.6% | +12.0% | +4.9% |
| 30D | -2.2% | +11.3% | -13.5% | -3.1% |
| 3M | +0.5% | +14.5% | -14.0% | -1.0% |
| 6M | +22.4% | -7.1% | +29.5% | +25.9% |
| YTD | +64.1% | -23.4% | +87.5% | +78.2% |
| 1Y | +97.0% | -38.6% | +135.5% | +131.6% |
| 3Y | +152.0% | -11.3% | +163.3% | +157.5% |
| All | +152.0% | -10.9% | +162.9% | +157.5% |
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