+191.4%
KEEL vs BURL
-12.4%
+203.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.7% | +11.2% | +8.7% |
| 7D | +21.5% | -2.6% | +24.1% | +22.4% |
| 30D | -3.9% | -30.8% | +26.9% | +8.6% |
| 3M | -34.1% | -18.7% | -15.4% | -31.7% |
| 6M | +82.8% | -16.4% | +99.3% | +86.9% |
| YTD | +58.7% | -11.6% | +70.3% | +59.5% |
| 1Y | +191.4% | -12.0% | +203.4% | +136.1% |
| All | +191.4% | -12.4% | +203.8% | +136.1% |
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 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