+37.7%
KR vs TYL
-28.2%
+65.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.0% |
| 7D | -1.3% | -7.6% | +6.3% | -0.6% |
| 30D | +1.5% | +11.3% | -9.8% | +0.6% |
| 3M | -8.5% | +14.5% | -23.0% | -9.6% |
| 6M | -21.9% | -7.1% | -14.7% | -22.0% |
| YTD | -6.9% | -23.4% | +16.5% | -5.9% |
| 1Y | -14.0% | -38.6% | +24.6% | -11.8% |
| 3Y | +30.3% | -11.3% | +41.6% | +29.8% |
| 5Y | +37.7% | -28.0% | +65.7% | +34.5% |
| All | +37.7% | -28.2% | +65.9% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling