+931.7%
KEYS vs TYL
+352.0%
+579.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -4.5% | +4.3% | -8.8% | -6.0% |
| 30D | -23.9% | +28.0% | -51.8% | -30.7% |
| 3M | -13.1% | +32.3% | -45.4% | -22.7% |
| 6M | -19.1% | +29.9% | -49.0% | -29.2% |
| YTD | +43.4% | -7.1% | +50.6% | +41.7% |
| 1Y | +58.8% | -9.2% | +68.0% | +58.4% |
| 3Y | +134.6% | +0.7% | +133.9% | +117.8% |
| 5Y | +58.7% | -21.1% | +79.8% | +60.2% |
| 10Y | +759.0% | +180.8% | +578.2% | +422.6% |
| All | +931.7% | +352.0% | +579.7% | +456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling