+134.8%
KMI vs TYL
+106.7%
+28.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.7% |
| 7D | -0.4% | -7.6% | +7.2% | +1.0% |
| 30D | +3.7% | +11.3% | -7.7% | +1.4% |
| 3M | +3.2% | +14.5% | -11.3% | -0.1% |
| 6M | -3.0% | -7.1% | +4.2% | -2.3% |
| YTD | +19.7% | -23.4% | +43.0% | +24.8% |
| 1Y | +25.6% | -38.6% | +64.2% | +37.5% |
| 3Y | +120.2% | -11.3% | +131.5% | +118.4% |
| 5Y | +160.5% | -28.0% | +188.4% | +164.7% |
| 10Y | +134.8% | +104.9% | +30.0% | +83.2% |
| All | +134.8% | +106.7% | +28.2% | +83.2% |
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