-22.5%
KWEB vs TYL
+101.5%
-124.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.6% | -7.5% | +1.9% | -2.5% |
| 30D | -10.7% | +6.0% | -16.7% | -13.1% |
| 3M | -7.4% | +13.9% | -21.4% | -13.4% |
| 6M | -19.3% | -3.3% | -16.0% | -19.9% |
| YTD | -27.8% | -25.8% | -1.9% | -20.3% |
| 1Y | -35.9% | -39.2% | +3.3% | -22.7% |
| 3Y | -1.9% | -13.2% | +11.2% | -5.3% |
| 5Y | -43.2% | -28.6% | -14.6% | -40.5% |
| All | -22.5% | +101.5% | -124.0% | -47.5% |
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 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