+155.8%
KRE vs TYL
+3,367.0%
-3,211.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +2.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.8% |
| 30D | -2.7% | +18.7% | -21.4% | -9.8% |
| 3M | +8.2% | +18.1% | -9.9% | -0.5% |
| 6M | +12.8% | -1.1% | +13.9% | +10.8% |
| YTD | +17.5% | -19.8% | +37.3% | +24.4% |
| 1Y | +16.6% | -34.3% | +50.9% | +34.4% |
| 3Y | +79.5% | -8.2% | +87.7% | +73.8% |
| 5Y | +32.4% | -25.4% | +57.8% | +35.5% |
| 10Y | +124.1% | +115.6% | +8.6% | +25.2% |
| All | +155.8% | +3,367.0% | -3,211.2% | -75.1% |
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