+61.2%
KEEL vs BURL
+86.7%
-25.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.9% | +14.1% |
| 7D | -9.2% | +4.1% | -13.3% | -10.9% |
| 30D | -43.8% | -9.5% | -34.4% | -41.3% |
| 3M | -51.0% | -33.5% | -17.5% | -41.4% |
| 6M | -54.6% | -22.1% | -32.5% | -51.0% |
| YTD | -20.4% | -14.6% | -5.9% | -17.5% |
| 1Y | -49.3% | -8.4% | -41.0% | -50.4% |
| 3Y | +61.2% | +86.6% | -25.4% | +38.5% |
| All | +61.2% | +86.7% | -25.5% | +38.5% |
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