-24.6%
KVUE vs TYL
-10.4%
-14.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -7.2% | -8.6% | +1.4% | -6.3% |
| 30D | -5.7% | +7.5% | -13.2% | -6.4% |
| 3M | +0.2% | +10.9% | -10.8% | -1.1% |
| 6M | 0.0% | -6.7% | +6.7% | +0.1% |
| YTD | +6.5% | -24.5% | +31.0% | +9.4% |
| 1Y | -1.4% | -38.6% | +37.2% | +4.3% |
| 3Y | -5.6% | -12.6% | +7.0% | -6.1% |
| All | -24.6% | -10.4% | -14.2% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling