+111.8%
KMI vs TYL
+1,642.6%
-1,530.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | -0.5% | -3.7% | +3.2% | +0.2% |
| 30D | +0.9% | +18.7% | -17.8% | -2.8% |
| 3M | 0.0% | +18.1% | -18.2% | -4.0% |
| 6M | -5.7% | -1.1% | -4.6% | -6.3% |
| YTD | +17.5% | -19.8% | +37.3% | +21.4% |
| 1Y | +22.3% | -34.3% | +56.6% | +32.0% |
| 3Y | +111.9% | -8.2% | +120.2% | +108.8% |
| 5Y | +151.8% | -25.4% | +177.3% | +154.2% |
| 10Y | +138.7% | +115.6% | +23.1% | +79.5% |
| All | +111.8% | +1,642.6% | -1,530.8% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling