+1,881.2%
KMB vs TYL
+14,906.9%
-13,025.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +0.4% | +15.1% | -14.7% | -0.4% |
| 30D | +14.1% | +30.1% | -15.9% | +12.5% |
| 3M | -0.5% | +40.4% | -40.9% | -2.4% |
| 6M | +16.6% | +31.3% | -14.7% | +14.7% |
| YTD | +13.7% | -5.2% | +18.9% | +13.6% |
| 1Y | +16.1% | -6.6% | +22.7% | +16.0% |
| 3Y | +4.7% | +3.4% | +1.3% | +3.8% |
| 5Y | +1.5% | -19.3% | +20.8% | +1.4% |
| 10Y | +40.5% | +178.1% | -137.6% | +31.6% |
| All | +1,881.2% | +14,906.9% | -13,025.8% | +1,417.5% |
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