+66.1%
KEEL vs BURL
+87.4%
-21.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.0% |
| 7D | -0.5% | -1.6% | +1.0% | +0.4% |
| 30D | -27.1% | -7.7% | -19.3% | -24.3% |
| 3M | -43.8% | -31.7% | -12.2% | -33.6% |
| 6M | -55.2% | -15.2% | -40.0% | -53.8% |
| YTD | -20.9% | -15.9% | -4.9% | -17.3% |
| 1Y | -28.5% | -14.2% | -14.3% | -27.3% |
| 3Y | +66.1% | +93.5% | -27.4% | +59.0% |
| All | +66.1% | +87.4% | -21.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling