+527.8%
KGC vs TYL
+168.7%
+359.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.4% |
| 7D | +10.5% | +6.7% | +3.8% | +9.3% |
| 30D | -4.1% | +26.5% | -30.6% | -8.1% |
| 3M | -13.1% | +37.3% | -50.4% | -18.1% |
| 6M | -27.5% | +31.2% | -58.7% | -31.7% |
| YTD | -20.7% | -7.4% | -13.4% | -20.2% |
| 1Y | -6.1% | -9.6% | +3.5% | -5.1% |
| 3Y | +318.6% | +1.9% | +316.7% | +306.5% |
| 5Y | +289.9% | -21.1% | +311.1% | +285.3% |
| All | +527.8% | +168.7% | +359.1% | +470.9% |
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 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