+139.6%
KMI vs TYL
+174.6%
-35.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -6.5% | +3.5% | -10.1% | -7.2% |
| 30D | -5.1% | +26.9% | -32.0% | -9.3% |
| 3M | 0.0% | +33.8% | -33.9% | -5.7% |
| 6M | -0.9% | +28.8% | -29.7% | -6.4% |
| YTD | +15.4% | -7.9% | +23.3% | +16.0% |
| 1Y | +19.5% | -9.8% | +29.2% | +20.6% |
| 3Y | +116.3% | +1.2% | +115.1% | +109.8% |
| 5Y | +136.6% | -22.8% | +159.4% | +139.6% |
| 10Y | +139.6% | +168.8% | -29.2% | +75.8% |
| All | +139.6% | +174.6% | -35.0% | +75.8% |
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