+1,557.4%
KKR vs TYL
+2,505.7%
-948.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.8% |
| 7D | +2.2% | +6.7% | -4.4% | -0.8% |
| 30D | +7.6% | +26.5% | -19.0% | -3.9% |
| 3M | -6.5% | +37.3% | -43.8% | -19.9% |
| 6M | -3.9% | +31.2% | -35.1% | -17.2% |
| YTD | -23.9% | -7.4% | -16.5% | -23.6% |
| 1Y | -18.5% | -9.6% | -9.0% | -17.3% |
| 3Y | +65.8% | +1.9% | +63.9% | +55.5% |
| 5Y | +25.3% | -21.1% | +46.4% | +30.6% |
| 10Y | +720.2% | +171.8% | +548.4% | +388.7% |
| All | +1,557.4% | +2,505.7% | -948.3% | +114.9% |
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