+120.8%
KR vs TYL
+102.8%
+18.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -3.1% | -8.6% | +5.5% | -2.2% |
| 30D | +0.6% | +7.5% | -6.9% | -0.2% |
| 3M | -9.8% | +10.9% | -20.7% | -10.9% |
| 6M | -22.1% | -6.7% | -15.4% | -22.0% |
| YTD | -8.1% | -24.5% | +16.4% | -6.3% |
| 1Y | -14.7% | -38.6% | +24.0% | -11.3% |
| 3Y | +28.6% | -12.6% | +41.2% | +28.1% |
| 5Y | +36.4% | -28.2% | +64.6% | +37.0% |
| 10Y | +120.8% | +104.0% | +16.8% | +92.3% |
| All | +120.8% | +102.8% | +18.0% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling