+103.1%
KRE vs TYL
+174.6%
-71.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -0.4% | +3.5% | -3.9% | -1.4% |
| 30D | +6.4% | +26.9% | -20.5% | -0.7% |
| 3M | -3.1% | +33.8% | -36.9% | -11.4% |
| 6M | +6.4% | +28.8% | -22.5% | -2.4% |
| YTD | +15.3% | -7.9% | +23.2% | +16.0% |
| 1Y | +23.3% | -9.8% | +33.0% | +24.8% |
| 3Y | +93.6% | +1.2% | +92.4% | +85.6% |
| 5Y | +13.2% | -22.8% | +36.0% | +15.1% |
| 10Y | +103.1% | +168.8% | -65.7% | +36.5% |
| All | +103.1% | +174.6% | -71.4% | +36.5% |
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 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