+217.8%
KGC vs TYL
+14,737.8%
-14,519.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -8.8% | +25.2% | -34.0% | -9.4% |
| 3M | -21.1% | +31.8% | -52.8% | -21.7% |
| 6M | -32.3% | +36.3% | -68.6% | -33.0% |
| YTD | -23.5% | -6.3% | -17.2% | -23.5% |
| 1Y | -15.0% | -9.5% | -5.5% | -14.9% |
| 3Y | +327.5% | +1.6% | +325.9% | +326.1% |
| 5Y | +244.3% | -21.8% | +266.0% | +244.0% |
| 10Y | +634.8% | +183.3% | +451.5% | +620.4% |
| All | +217.8% | +14,737.8% | -14,519.9% | +231.2% |
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 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