+16.0%
KRE vs TYL
-39.5%
+55.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -1.1% | -8.6% | +7.5% | -0.6% |
| 30D | -3.4% | +7.5% | -10.9% | -3.8% |
| 3M | +3.7% | +10.9% | -7.2% | +2.9% |
| 6M | +14.8% | -6.7% | +21.5% | +15.0% |
| YTD | +14.7% | -24.5% | +39.2% | +18.8% |
| 1Y | +16.0% | -38.6% | +54.6% | +23.5% |
| All | +16.0% | -39.5% | +55.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling