+5,148.1%
KR vs TYL
+14,670.5%
-9,522.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | +14.9% | +22.1% | -7.2% | +13.6% |
| 3M | +25.4% | +33.4% | -8.0% | +23.2% |
| 6M | +9.3% | +36.8% | -27.5% | +7.2% |
| YTD | +13.7% | -6.7% | +20.3% | +13.6% |
| 1Y | +9.2% | -9.2% | +18.4% | +9.3% |
| 3Y | +70.1% | +1.2% | +68.9% | +68.7% |
| 5Y | +82.5% | -23.0% | +105.5% | +82.5% |
| 10Y | +155.7% | +182.0% | -26.3% | +136.4% |
| All | +5,148.1% | +14,670.5% | -9,522.4% | +3,411.0% |
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