-4.3%
KGC vs TYL
-10.1%
+5.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.7% | +2.8% | +7.7% |
| 7D | -6.8% | +17.3% | -24.1% | -6.0% |
| 30D | -9.2% | +28.9% | -38.1% | -8.2% |
| 3M | -9.1% | +35.1% | -44.2% | -7.6% |
| 6M | -25.7% | +29.3% | -55.0% | -24.0% |
| YTD | -23.6% | -6.8% | -16.9% | -24.4% |
| 1Y | -4.3% | -9.9% | +5.6% | -6.9% |
| All | -4.3% | -10.1% | +5.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling