-8.0%
KMB vs TYL
-25.2%
+17.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | -3.0% | -3.7% | +0.6% | -2.7% |
| 30D | -5.5% | +18.7% | -24.2% | -7.2% |
| 3M | +14.0% | +18.1% | -4.2% | +11.9% |
| 6M | +4.1% | -1.1% | +5.2% | +3.6% |
| YTD | +8.0% | -19.8% | +27.9% | +9.8% |
| 1Y | -13.7% | -34.3% | +20.6% | -10.4% |
| 3Y | -5.9% | -8.2% | +2.3% | -6.0% |
| All | -8.0% | -25.2% | +17.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling