+2.8%
BURL vs KRMN
+32.3%
-29.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.7% |
| 7D | -2.6% | -3.4% | +0.8% | -2.3% |
| 30D | -30.8% | -31.8% | +1.1% | -29.0% |
| 3M | -18.7% | -20.0% | +1.4% | -17.7% |
| 6M | -16.4% | -60.5% | +44.1% | -10.9% |
| YTD | -11.6% | -45.8% | +34.2% | -9.9% |
| 1Y | -12.0% | -36.4% | +24.4% | -12.4% |
| All | +2.8% | +32.3% | -29.5% | -5.6% |
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