+4,732.3%
KO vs TYL
+14,737.8%
-10,005.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | +8.7% | +25.2% | -16.5% | +7.3% |
| 3M | +13.5% | +31.8% | -18.3% | +11.7% |
| 6M | +25.6% | +36.3% | -10.7% | +23.2% |
| YTD | +42.3% | -6.3% | +48.5% | +42.1% |
| 1Y | +39.9% | -9.5% | +49.3% | +40.0% |
| 3Y | +87.5% | +1.6% | +85.9% | +86.0% |
| 5Y | +99.1% | -21.8% | +120.8% | +99.0% |
| 10Y | +224.2% | +183.3% | +40.9% | +202.6% |
| All | +4,732.3% | +14,737.8% | -10,005.5% | +3,505.1% |
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