+286.2%
KGC vs TYL
-21.3%
+307.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.4% |
| 7D | +10.5% | +6.7% | +3.8% | +9.2% |
| 30D | -4.1% | +26.5% | -30.6% | -8.6% |
| 3M | -13.1% | +37.3% | -50.4% | -18.7% |
| 6M | -27.5% | +31.2% | -58.7% | -32.1% |
| YTD | -20.7% | -7.4% | -13.4% | -19.4% |
| 1Y | -6.1% | -9.6% | +3.5% | -4.0% |
| 3Y | +318.6% | +1.9% | +316.7% | +301.9% |
| All | +286.2% | -21.3% | +307.5% | +284.7% |
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