+65.8%
KKR vs TYL
+2.6%
+63.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | +2.2% | +6.7% | -4.4% | +0.1% |
| 30D | +7.6% | +26.5% | -19.0% | -0.6% |
| 3M | -6.5% | +37.3% | -43.8% | -16.1% |
| 6M | -3.9% | +31.2% | -35.1% | -13.2% |
| YTD | -23.9% | -7.4% | -16.5% | -21.6% |
| 1Y | -18.5% | -9.6% | -9.0% | -15.3% |
| 3Y | +65.8% | +1.9% | +63.9% | +77.0% |
| All | +65.8% | +2.6% | +63.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling