+357.0%
KGC vs TYL
+12,593.6%
-12,236.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.2% |
| 30D | +20.3% | +18.7% | +1.5% | +19.7% |
| 3M | +8.1% | +18.1% | -10.1% | +7.5% |
| 6M | -8.8% | -1.1% | -7.6% | -8.9% |
| YTD | +10.1% | -19.8% | +29.9% | +10.5% |
| 1Y | +44.2% | -34.3% | +78.5% | +45.5% |
| 3Y | +533.0% | -8.2% | +541.3% | +532.8% |
| 5Y | +443.0% | -25.4% | +468.4% | +444.0% |
| 10Y | +678.6% | +115.6% | +563.0% | +668.0% |
| All | +357.0% | +12,593.6% | -12,236.6% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling