+6.8%
BURL vs KRMN
+33.3%
-26.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.7% |
| 7D | -2.8% | -12.3% | +9.5% | -1.9% |
| 30D | -28.2% | -27.5% | -0.7% | -26.6% |
| 3M | -17.6% | -26.5% | +8.9% | -16.1% |
| 6M | -11.8% | -59.6% | +47.8% | -6.2% |
| YTD | -8.1% | -45.4% | +37.2% | -6.4% |
| 1Y | -12.0% | -25.1% | +13.2% | -14.3% |
| All | +6.8% | +33.3% | -26.4% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling