+4,263.4%
KNX vs TYL
+10,538.0%
-6,274.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -3.3% | +25.2% | -28.5% | -6.0% |
| 3M | -8.7% | +31.8% | -40.5% | -12.0% |
| 6M | +1.3% | +36.3% | -35.0% | -3.0% |
| YTD | +20.4% | -6.3% | +26.6% | +19.9% |
| 1Y | +42.4% | -9.5% | +51.9% | +42.5% |
| 3Y | +30.1% | +1.6% | +28.4% | +27.9% |
| 5Y | +11.7% | -21.8% | +33.4% | +12.4% |
| 10Y | +102.3% | +183.3% | -81.0% | +75.3% |
| All | +4,263.4% | +10,538.0% | -6,274.6% | +2,650.9% |
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 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