+657.9%
KGC vs TYL
+115.8%
+542.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.6% |
| 30D | +20.3% | +18.7% | +1.5% | +16.5% |
| 3M | +8.1% | +18.1% | -10.1% | +4.2% |
| 6M | -8.8% | -1.1% | -7.6% | -9.2% |
| YTD | +10.1% | -19.8% | +29.9% | +13.9% |
| 1Y | +44.2% | -34.3% | +78.5% | +55.6% |
| 3Y | +533.0% | -8.2% | +541.3% | +525.3% |
| 5Y | +443.0% | -25.4% | +468.4% | +444.9% |
| All | +657.9% | +115.8% | +542.1% | +633.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling