+33.5%
KR vs TYL
-6.7%
+40.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.5% |
| 7D | +1.5% | -3.7% | +5.2% | +1.8% |
| 30D | +4.1% | +18.7% | -14.7% | +2.5% |
| 3M | -5.2% | +18.1% | -23.4% | -6.8% |
| 6M | -12.8% | -1.1% | -11.7% | -13.7% |
| YTD | -4.6% | -19.8% | +15.2% | -4.5% |
| 1Y | -11.7% | -34.3% | +22.6% | -10.7% |
| All | +33.5% | -6.7% | +40.2% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling