+4,304.6%
KR vs TYL
+12,593.6%
-8,289.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.4% |
| 7D | +1.5% | -3.7% | +5.2% | +1.7% |
| 30D | +4.1% | +18.7% | -14.7% | +3.0% |
| 3M | -5.2% | +18.1% | -23.4% | -6.2% |
| 6M | -12.8% | -1.1% | -11.7% | -12.9% |
| YTD | -4.6% | -19.8% | +15.2% | -3.8% |
| 1Y | -11.7% | -34.3% | +22.6% | -9.9% |
| 3Y | +36.3% | -8.2% | +44.5% | +35.9% |
| 5Y | +40.0% | -25.4% | +65.4% | +40.3% |
| 10Y | +122.2% | +115.6% | +6.6% | +108.5% |
| All | +4,304.6% | +12,593.6% | -8,289.0% | +2,873.7% |
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