+644.9%
KKR vs TYL
+183.3%
+461.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.3% |
| 30D | +11.5% | +22.1% | -10.6% | +0.6% |
| 3M | -12.4% | +33.4% | -45.7% | -24.8% |
| 6M | -1.9% | +36.8% | -38.7% | -18.3% |
| YTD | -23.3% | -6.7% | -16.6% | -22.9% |
| 1Y | -20.4% | -9.2% | -11.2% | -18.8% |
| 3Y | +56.1% | +1.2% | +54.9% | +45.6% |
| 5Y | +28.4% | -23.0% | +51.4% | +35.1% |
| All | +644.9% | +183.3% | +461.6% | +344.2% |
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