+4,656.0%
KO vs TYL
+14,481.8%
-9,825.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +0.2% | +3.5% | -3.3% | 0.0% |
| 30D | +9.1% | +26.9% | -17.8% | +7.6% |
| 3M | +11.0% | +33.8% | -22.9% | +9.1% |
| 6M | +24.0% | +28.8% | -4.9% | +22.0% |
| YTD | +40.0% | -7.9% | +47.9% | +40.0% |
| 1Y | +39.7% | -9.8% | +49.5% | +39.9% |
| 3Y | +84.8% | +1.2% | +83.6% | +83.3% |
| 5Y | +96.8% | -22.8% | +119.6% | +96.9% |
| 10Y | +209.7% | +168.8% | +40.9% | +189.9% |
| All | +4,656.0% | +14,481.8% | -9,825.8% | +3,451.7% |
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 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