+131.6%
KMI vs TYL
-21.3%
+152.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -10.8% | +6.7% | -17.4% | -11.5% |
| 30D | -5.0% | +26.5% | -31.6% | -7.9% |
| 3M | -3.4% | +37.3% | -40.7% | -7.5% |
| 6M | -3.4% | +31.2% | -34.6% | -7.3% |
| YTD | +13.1% | -7.4% | +20.4% | +14.3% |
| 1Y | +19.0% | -9.6% | +28.6% | +20.7% |
| 3Y | +106.1% | +1.9% | +104.2% | +103.1% |
| All | +131.6% | -21.3% | +152.9% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling