-42.1%
KHC vs TYL
+234.1%
-276.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +5.9% | +15.1% | -9.2% | +3.3% |
| 30D | +14.9% | +30.1% | -15.1% | +9.6% |
| 3M | 0.0% | +40.4% | -40.4% | -6.1% |
| 6M | +16.2% | +31.3% | -15.1% | +10.1% |
| YTD | +9.8% | -5.2% | +15.0% | +9.4% |
| 1Y | +12.1% | -6.6% | +18.7% | +11.9% |
| 3Y | -10.1% | +3.4% | -13.5% | -12.9% |
| 5Y | -13.9% | -19.3% | +5.4% | -13.6% |
| 10Y | -51.9% | +178.1% | -230.0% | -66.5% |
| All | -42.1% | +234.1% | -276.2% | -63.9% |
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 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