+1,632.5%
KKR vs TYL
+2,512.5%
-880.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +5.1% | +4.3% | +0.8% | +3.0% |
| 30D | +10.9% | +28.0% | -17.1% | -1.5% |
| 3M | -2.9% | +32.3% | -35.2% | -15.4% |
| 6M | -1.2% | +29.9% | -31.2% | -14.5% |
| YTD | -20.4% | -7.1% | -13.3% | -20.2% |
| 1Y | -15.4% | -9.2% | -6.2% | -14.3% |
| 3Y | +61.9% | +0.7% | +61.2% | +52.8% |
| 5Y | +38.3% | -21.1% | +59.3% | +44.0% |
| 10Y | +720.6% | +180.8% | +539.8% | +383.0% |
| All | +1,632.5% | +2,512.5% | -880.0% | +124.4% |
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