+89.8%
KRE vs TYL
+1.2%
+88.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | +5.0% | +22.1% | -17.1% | +1.6% |
| 3M | -5.7% | +33.4% | -39.1% | -10.3% |
| 6M | +7.5% | +36.8% | -29.3% | +1.4% |
| YTD | +13.8% | -6.7% | +20.5% | +17.1% |
| 1Y | +20.7% | -9.2% | +29.9% | +25.1% |
| All | +89.8% | +1.2% | +88.6% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling