-47.0%
TYL vs KRMN
+17.4%
-64.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | -1.1% |
| 7D | -8.6% | -12.9% | +4.3% | -8.2% |
| 30D | +7.5% | -43.3% | +50.9% | +9.3% |
| 3M | +10.9% | -27.2% | +38.1% | +11.7% |
| 6M | -6.7% | -66.8% | +60.1% | -1.9% |
| YTD | -24.5% | -51.9% | +27.4% | -24.0% |
| 1Y | -38.6% | -43.7% | +5.0% | -39.6% |
| All | -47.0% | +17.4% | -64.4% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling