-43.1%
KHC vs TYL
+182.6%
-225.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | -1.9% | +18.7% | -20.6% | -4.9% |
| 3M | +14.4% | +18.1% | -3.7% | +10.8% |
| 6M | +8.7% | -1.1% | +9.8% | +8.3% |
| YTD | +7.8% | -19.8% | +27.6% | +10.9% |
| 1Y | -1.5% | -34.3% | +32.8% | +4.9% |
| 3Y | -9.9% | -8.2% | -1.6% | -10.9% |
| 5Y | -10.7% | -25.4% | +14.7% | -9.9% |
| 10Y | -55.7% | +115.6% | -171.3% | -67.4% |
| All | -43.1% | +182.6% | -225.7% | -63.4% |
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