+12.2%
KWEB vs TYL
+463.8%
-451.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -7.8% | +0.8% | -8.7% | -8.1% |
| 30D | -6.4% | +21.1% | -27.6% | -13.6% |
| 3M | -14.6% | +28.9% | -43.5% | -23.5% |
| 6M | -25.0% | +42.0% | -67.1% | -36.4% |
| YTD | -32.7% | -6.6% | -26.1% | -33.0% |
| 1Y | -37.3% | -9.1% | -28.2% | -37.0% |
| 3Y | -5.9% | +1.8% | -7.7% | -13.6% |
| 5Y | -47.1% | -22.9% | -24.2% | -46.0% |
| 10Y | -22.3% | +182.3% | -204.6% | -55.2% |
| All | +12.2% | +463.8% | -451.6% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling