+35.5%
KMB vs TYL
+183.3%
-147.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | +9.1% | +22.1% | -13.1% | +5.8% |
| 3M | -0.4% | +33.4% | -33.8% | -4.7% |
| 6M | +13.0% | +36.8% | -23.8% | +7.5% |
| YTD | +10.3% | -6.7% | +17.0% | +10.3% |
| 1Y | +8.2% | -9.2% | +17.4% | +8.6% |
| 3Y | +0.4% | +1.2% | -0.8% | -1.8% |
| 5Y | -2.7% | -23.0% | +20.3% | -1.8% |
| All | +35.5% | +183.3% | -147.8% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling