-46.2%
TYL vs KRMN
+32.3%
-78.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.4% |
| 7D | -7.6% | -3.4% | -4.2% | -7.5% |
| 30D | +11.3% | -31.8% | +43.2% | +12.5% |
| 3M | +14.5% | -20.0% | +34.5% | +15.0% |
| 6M | -7.1% | -60.5% | +53.4% | -3.2% |
| YTD | -23.4% | -45.8% | +22.4% | -23.1% |
| 1Y | -38.6% | -36.4% | -2.2% | -39.7% |
| All | -46.2% | +32.3% | -78.5% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling