+68.0%
KKR vs TYL
-12.9%
+81.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -2.2% | -8.6% | +6.4% | +0.9% |
| 30D | +0.3% | +7.5% | -7.3% | -2.4% |
| 3M | +8.8% | +10.9% | -2.1% | +4.2% |
| 6M | +14.9% | -6.7% | +21.6% | +17.0% |
| YTD | -17.9% | -24.5% | +6.6% | -9.0% |
| 1Y | -23.7% | -38.6% | +14.9% | -7.5% |
| All | +68.0% | -12.9% | +81.0% | +77.1% |
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