+154.7%
KMI vs TYL
-25.2%
+179.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.1% |
| 7D | -0.5% | -3.7% | +3.2% | 0.0% |
| 30D | +0.9% | +18.7% | -17.8% | -1.4% |
| 3M | 0.0% | +18.1% | -18.2% | -2.5% |
| 6M | -5.7% | -1.1% | -4.6% | -5.9% |
| YTD | +17.5% | -19.8% | +37.3% | +21.1% |
| 1Y | +22.3% | -34.3% | +56.6% | +30.5% |
| 3Y | +111.9% | -8.2% | +120.2% | +111.1% |
| All | +154.7% | -25.2% | +179.8% | +149.1% |
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