+229.6%
KDP vs BURL
+252.7%
-23.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.2% | +4.1% | -1.9% | +1.8% |
| 30D | +19.9% | -9.5% | +29.4% | +21.2% |
| 3M | +21.5% | -33.5% | +55.0% | +26.9% |
| 6M | +30.1% | -22.1% | +52.2% | +33.2% |
| YTD | +34.9% | -14.6% | +49.5% | +36.3% |
| 1Y | +43.4% | -8.4% | +51.7% | +43.4% |
| 3Y | +29.1% | +86.6% | -57.5% | +15.3% |
| 5Y | +15.0% | -17.2% | +32.1% | +12.3% |
| All | +229.6% | +252.7% | -23.0% | +160.1% |
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