+5,012.8%
KR vs TYL
+14,481.8%
-9,469.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -0.5% | +3.5% | -4.0% | -0.7% |
| 30D | +10.3% | +26.9% | -16.6% | +8.8% |
| 3M | +20.7% | +33.8% | -13.1% | +18.6% |
| 6M | +4.9% | +28.8% | -24.0% | +3.2% |
| YTD | +10.7% | -7.9% | +18.6% | +10.8% |
| 1Y | +7.2% | -9.8% | +16.9% | +7.3% |
| 3Y | +65.7% | +1.2% | +64.5% | +64.3% |
| 5Y | +80.8% | -22.8% | +103.6% | +80.8% |
| 10Y | +159.6% | +168.8% | -9.2% | +140.5% |
| All | +5,012.8% | +14,481.8% | -9,469.1% | +3,323.0% |
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