-34.3%
TYL vs KRMN
-25.5%
-8.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.0% |
| 7D | -3.7% | -12.3% | +8.6% | -3.8% |
| 30D | +18.7% | -27.5% | +46.2% | +18.3% |
| 3M | +18.1% | -26.5% | +44.6% | +17.9% |
| 6M | -1.1% | -59.6% | +58.4% | 0.0% |
| YTD | -19.8% | -45.4% | +25.6% | -20.5% |
| 1Y | -34.3% | -25.1% | -9.2% | -37.0% |
| All | -34.3% | -25.5% | -8.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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