+15.8%
KDP vs BURL
-15.9%
+31.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | +4.5% | +3.5% | +1.0% | +4.3% |
| 30D | +18.5% | -9.3% | +27.8% | +19.2% |
| 3M | +20.8% | -32.1% | +52.9% | +23.6% |
| 6M | +29.4% | -19.8% | +49.2% | +30.9% |
| YTD | +35.9% | -13.2% | +49.1% | +36.6% |
| 1Y | +42.5% | -7.8% | +50.3% | +42.5% |
| 3Y | +29.4% | +89.3% | -59.9% | +21.3% |
| 5Y | +15.8% | -15.8% | +31.6% | +13.6% |
| All | +15.8% | -15.9% | +31.7% | +13.6% |
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