+173.3%
KDP vs BURL
+215.5%
-42.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +1.3% | -2.8% | +4.1% | +1.6% |
| 30D | +6.0% | -28.2% | +34.1% | +9.9% |
| 3M | +9.2% | -17.6% | +26.8% | +11.4% |
| 6M | +14.7% | -11.8% | +26.5% | +15.8% |
| YTD | +19.2% | -8.1% | +27.3% | +19.6% |
| 1Y | +15.2% | -12.0% | +27.1% | +15.8% |
| 3Y | +6.0% | +63.3% | -57.3% | -3.6% |
| 5Y | +5.4% | -10.8% | +16.2% | +2.1% |
| All | +173.3% | +215.5% | -42.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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