+146.7%
KRE vs TYL
+3,905.3%
-3,758.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +0.3% | +6.7% | -6.4% | -2.4% |
| 30D | +4.8% | +26.5% | -21.7% | -5.3% |
| 3M | -5.1% | +37.3% | -42.4% | -17.7% |
| 6M | +3.3% | +31.2% | -27.9% | -10.0% |
| YTD | +13.3% | -7.4% | +20.7% | +12.4% |
| 1Y | +22.9% | -9.6% | +32.4% | +23.0% |
| 3Y | +82.1% | +1.9% | +80.2% | +68.3% |
| 5Y | +11.0% | -21.1% | +32.1% | +11.1% |
| 10Y | +115.7% | +171.8% | -56.1% | +7.8% |
| All | +146.7% | +3,905.3% | -3,758.6% | -77.5% |
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 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