+463.0%
KGC vs TYL
-25.2%
+488.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | +20.3% | +18.7% | +1.5% | +16.1% |
| 3M | +8.1% | +18.1% | -10.1% | +3.8% |
| 6M | -8.8% | -1.1% | -7.6% | -9.0% |
| YTD | +10.1% | -19.8% | +29.9% | +15.3% |
| 1Y | +44.2% | -34.3% | +78.5% | +59.5% |
| 3Y | +533.0% | -8.2% | +541.3% | +518.0% |
| All | +463.0% | -25.2% | +488.2% | +457.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling