-24.4%
KVUE vs TYL
-12.3%
-12.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -6.1% | -11.5% | +5.4% | -4.9% |
| 30D | -5.6% | +3.9% | -9.5% | -6.0% |
| 3M | -0.3% | +10.8% | -11.1% | -1.5% |
| 6M | +1.4% | -5.3% | +6.7% | +1.4% |
| YTD | +6.7% | -26.1% | +32.8% | +9.9% |
| 1Y | +1.0% | -38.5% | +39.5% | +6.7% |
| 3Y | -5.4% | -14.5% | +9.1% | -5.6% |
| All | -24.4% | -12.3% | -12.2% | -23.6% |
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