+612.5%
KDP vs BURL
+1,021.0%
-408.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +5.1% |
| 7D | +5.3% | +10.4% | -5.1% | +4.2% |
| 30D | +19.1% | -4.9% | +24.0% | +19.7% |
| 3M | +19.2% | -29.8% | +48.9% | +23.5% |
| 6M | +29.3% | -16.5% | +45.7% | +31.2% |
| YTD | +35.5% | -10.5% | +46.1% | +36.2% |
| 1Y | +43.5% | -5.3% | +48.8% | +43.0% |
| 3Y | +29.0% | +95.1% | -66.0% | +15.5% |
| 5Y | +16.2% | -12.1% | +28.3% | +12.3% |
| 10Y | +235.5% | +273.2% | -37.6% | +165.4% |
| All | +612.5% | +1,021.0% | -408.5% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling