+6.8%
KDP vs BURL
-11.0%
+17.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +1.3% | -2.8% | +4.1% | +1.4% |
| 30D | +6.0% | -28.2% | +34.1% | +8.1% |
| 3M | +9.2% | -17.6% | +26.8% | +10.4% |
| 6M | +14.7% | -11.8% | +26.5% | +15.3% |
| YTD | +19.2% | -8.1% | +27.3% | +19.5% |
| 1Y | +15.2% | -12.0% | +27.1% | +15.5% |
| 3Y | +6.0% | +63.3% | -57.3% | +0.3% |
| All | +6.8% | -11.0% | +17.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling