+121.6%
KMI vs TYL
+1.3%
+120.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.5% | +0.8% | +5.7% | +6.5% |
| 30D | -3.4% | +21.1% | -24.6% | -4.7% |
| 3M | +0.4% | +28.9% | -28.5% | -1.5% |
| 6M | -0.9% | +42.0% | -43.0% | -3.8% |
| YTD | +20.5% | -6.6% | +27.1% | +23.0% |
| 1Y | +23.2% | -9.1% | +32.3% | +26.3% |
| 3Y | +121.6% | +1.8% | +119.8% | +129.3% |
| All | +121.6% | +1.3% | +120.3% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling