+1,782.5%
KMB vs TYL
+12,593.6%
-10,811.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.4% |
| 7D | -3.0% | -3.7% | +0.6% | -2.8% |
| 30D | -5.5% | +18.7% | -24.2% | -6.4% |
| 3M | +14.0% | +18.1% | -4.2% | +12.9% |
| 6M | +4.1% | -1.1% | +5.2% | +4.0% |
| YTD | +8.0% | -19.8% | +27.9% | +8.9% |
| 1Y | -13.7% | -34.3% | +20.6% | -12.2% |
| 3Y | -5.9% | -8.2% | +2.3% | -6.1% |
| 5Y | -8.6% | -25.4% | +16.8% | -8.3% |
| 10Y | +17.3% | +115.6% | -98.3% | +11.3% |
| All | +1,782.5% | +12,593.6% | -10,811.1% | +1,355.5% |
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