+981.9%
KEYS vs TYL
+356.1%
+625.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.6% |
| 7D | +6.9% | +0.5% | +6.4% | +6.6% |
| 30D | -19.1% | +25.2% | -44.3% | -25.7% |
| 3M | -11.1% | +31.8% | -42.8% | -20.8% |
| 6M | -16.6% | +36.3% | -52.8% | -28.4% |
| YTD | +50.4% | -6.3% | +56.7% | +48.1% |
| 1Y | +67.5% | -9.5% | +77.0% | +67.5% |
| 3Y | +146.0% | +1.6% | +144.4% | +127.7% |
| 5Y | +64.5% | -21.8% | +86.3% | +66.9% |
| 10Y | +784.1% | +183.3% | +600.8% | +436.4% |
| All | +981.9% | +356.1% | +625.8% | +481.6% |
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