+123.0%
KRE vs TYL
+106.7%
+16.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | 0.0% |
| 7D | +2.3% | -7.6% | +9.9% | +4.6% |
| 30D | -2.5% | +11.3% | -13.8% | -5.7% |
| 3M | +6.2% | +14.5% | -8.3% | +1.3% |
| 6M | +15.8% | -7.1% | +23.0% | +16.9% |
| YTD | +16.0% | -23.4% | +39.4% | +23.4% |
| 1Y | +16.2% | -38.6% | +54.7% | +32.8% |
| 3Y | +86.4% | -11.3% | +97.7% | +85.4% |
| 5Y | +33.0% | -28.0% | +60.9% | +37.6% |
| 10Y | +123.0% | +104.9% | +18.1% | +65.4% |
| All | +123.0% | +106.7% | +16.3% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling