+309.9%
KEEL vs BURL
+40.1%
+269.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | +2.3% |
| 7D | +19.3% | -7.0% | +26.3% | +22.9% |
| 30D | +9.1% | -35.6% | +44.7% | +31.5% |
| 3M | -31.5% | -26.3% | -5.3% | -23.2% |
| 6M | +75.8% | -20.7% | +96.5% | +90.1% |
| YTD | +57.9% | -17.2% | +75.1% | +67.7% |
| 1Y | +133.3% | -15.0% | +148.4% | +142.6% |
| 3Y | +204.1% | +53.2% | +150.9% | +139.1% |
| 5Y | -37.5% | -18.7% | -18.8% | -43.0% |
| All | +309.9% | +40.1% | +269.8% | +323.8% |
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