-27.2%
KWEB vs TYL
-34.2%
+7.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.1% |
| 7D | -1.0% | -3.7% | +2.7% | -0.9% |
| 30D | -8.7% | +18.7% | -27.5% | -9.2% |
| 3M | -4.0% | +18.1% | -22.1% | -4.7% |
| 6M | -13.1% | -1.1% | -12.0% | -13.1% |
| YTD | -23.5% | -19.8% | -3.7% | -23.4% |
| 1Y | -27.2% | -34.3% | +7.2% | -25.6% |
| All | -27.2% | -34.2% | +7.0% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling