-43.6%
KWEB vs TYL
-30.1%
-13.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -4.3% | -11.5% | +7.2% | +0.1% |
| 30D | -13.0% | +3.9% | -16.9% | -14.5% |
| 3M | -7.6% | +10.8% | -18.4% | -12.1% |
| 6M | -21.1% | -5.3% | -15.8% | -20.8% |
| YTD | -28.2% | -26.1% | -2.1% | -20.4% |
| 1Y | -34.9% | -38.5% | +3.7% | -21.2% |
| 3Y | -0.8% | -14.5% | +13.7% | -5.7% |
| 5Y | -43.6% | -28.9% | -14.7% | -40.2% |
| All | -43.6% | -30.1% | -13.4% | -40.2% |
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