+17.2%
KMI vs TYL
-8.8%
+26.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -6.5% | +3.5% | -10.1% | -6.4% |
| 30D | -5.1% | +26.9% | -32.0% | -4.7% |
| 3M | 0.0% | +33.8% | -33.9% | +0.3% |
| 6M | -0.9% | +28.8% | -29.7% | -0.5% |
| YTD | +15.4% | -7.9% | +23.3% | +15.7% |
| All | +17.2% | -8.8% | +26.0% | +17.9% |
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