+741.3%
KKR vs TYL
+105.8%
+635.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | +0.4% |
| 7D | -0.6% | -7.6% | +7.0% | +3.3% |
| 30D | +3.0% | +11.3% | -8.3% | -2.6% |
| 3M | +13.6% | +14.5% | -0.9% | +4.7% |
| 6M | +16.2% | -7.1% | +23.4% | +18.3% |
| YTD | -16.6% | -23.4% | +6.8% | -6.9% |
| 1Y | -23.2% | -38.6% | +15.3% | -3.6% |
| 3Y | +71.7% | -11.3% | +83.0% | +70.9% |
| 5Y | +74.8% | -28.0% | +102.8% | +91.5% |
| All | +741.3% | +105.8% | +635.5% | +492.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling