+13.6%
KMB vs TYL
-10.1%
+23.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.5% | +3.6% |
| 7D | +0.4% | +17.3% | -16.9% | -1.4% |
| 30D | +14.0% | +28.9% | -14.9% | +11.2% |
| 3M | -1.3% | +35.1% | -36.4% | -4.0% |
| 6M | +16.7% | +29.3% | -12.6% | +12.9% |
| YTD | +12.0% | -6.8% | +18.8% | +8.0% |
| 1Y | +13.6% | -9.9% | +23.5% | +10.0% |
| All | +13.6% | -10.1% | +23.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling