+46.1%
KEYS vs TYL
-21.3%
+67.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.9% |
| 7D | -11.4% | +6.7% | -18.1% | -12.8% |
| 30D | -28.7% | +26.5% | -55.2% | -33.0% |
| 3M | -19.2% | +37.3% | -56.5% | -26.6% |
| 6M | -25.8% | +31.2% | -56.9% | -32.8% |
| YTD | +33.9% | -7.4% | +41.3% | +37.7% |
| 1Y | +47.1% | -9.6% | +56.6% | +52.8% |
| 3Y | +119.4% | +1.9% | +117.5% | +108.2% |
| All | +46.1% | -21.3% | +67.4% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling