-32.3%
KVUE vs TYL
+22.9%
-55.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +0.4% | -6.8% | +7.2% | +1.5% |
| 3M | -20.5% | -19.5% | -0.9% | -17.8% |
| 6M | -30.3% | -16.1% | -14.2% | -28.6% |
| YTD | -19.5% | -18.5% | -1.0% | -17.5% |
| 1Y | -27.1% | -23.4% | -3.7% | -24.6% |
| All | -32.3% | +22.9% | -55.2% | -33.7% |
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