-41.3%
KEEL vs BURL
-11.0%
-30.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.0% |
| 7D | +7.8% | -2.8% | +10.6% | +9.6% |
| 30D | -11.7% | -28.2% | +16.5% | +7.1% |
| 3M | -41.5% | -17.6% | -23.9% | -35.8% |
| 6M | +54.9% | -11.8% | +66.7% | +61.0% |
| YTD | +47.7% | -8.1% | +55.8% | +49.9% |
| 1Y | +177.6% | -12.0% | +189.6% | +183.5% |
| 3Y | +164.9% | +63.3% | +101.6% | +69.1% |
| All | -41.3% | -11.0% | -30.3% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling