+36.0%
KMB vs TYL
+168.7%
-132.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.5% |
| 7D | +0.5% | +6.7% | -6.2% | -0.5% |
| 30D | +12.4% | +26.5% | -14.2% | +8.5% |
| 3M | +1.0% | +37.3% | -36.3% | -3.8% |
| 6M | +12.1% | +31.2% | -19.0% | +7.3% |
| YTD | +11.6% | -7.4% | +19.0% | +11.7% |
| 1Y | +13.1% | -9.6% | +22.7% | +13.6% |
| 3Y | +1.6% | +1.9% | -0.3% | -0.7% |
| 5Y | -0.3% | -21.1% | +20.8% | +0.1% |
| All | +36.0% | +168.7% | -132.7% | +10.7% |
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