+26.6%
KMI vs TYL
-10.1%
+36.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.0% |
| 7D | -5.2% | +17.3% | -22.5% | -5.0% |
| 30D | +1.2% | +28.9% | -27.7% | +1.7% |
| 3M | +1.3% | +35.1% | -33.7% | +1.7% |
| 6M | -1.1% | +29.3% | -30.5% | -0.8% |
| YTD | +19.0% | -6.8% | +25.8% | +19.6% |
| 1Y | +26.6% | -9.9% | +36.5% | +27.9% |
| All | +26.6% | -10.1% | +36.6% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling