-0.6%
BURL vs KRMN
+52.0%
-52.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +42.1% | -43.7% | -3.3% |
| 7D | +4.1% | +14.2% | -10.1% | +3.4% |
| 30D | -9.5% | +45.3% | -54.8% | -11.6% |
| 3M | -33.5% | -17.3% | -16.2% | -32.6% |
| 6M | -22.1% | -27.8% | +5.7% | -20.8% |
| YTD | -14.6% | -37.7% | +23.1% | -13.6% |
| 1Y | -8.4% | -39.2% | +30.8% | -7.3% |
| All | -0.6% | +52.0% | -52.7% | -9.5% |
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