-45.3%
KEEL vs BURL
-4.6%
-40.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -5.4% |
| 7D | -13.6% | +10.4% | -24.0% | -15.1% |
| 30D | -39.1% | -4.9% | -34.2% | -38.4% |
| 3M | -48.9% | -29.8% | -19.2% | -45.3% |
| 6M | -35.4% | -16.5% | -18.9% | -35.6% |
| YTD | -10.6% | -10.5% | -0.1% | -10.2% |
| 1Y | -45.3% | -5.3% | -40.0% | -44.2% |
| All | -45.3% | -4.6% | -40.8% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling