-54.6%
KEEL vs BURL
-21.9%
-32.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.9% | +13.2% |
| 7D | -9.2% | +4.1% | -13.3% | -8.6% |
| 30D | -43.8% | -9.5% | -34.4% | -43.9% |
| 3M | -51.0% | -33.5% | -17.5% | -54.4% |
| 6M | -54.6% | -22.1% | -32.5% | -57.9% |
| All | -54.6% | -21.9% | -32.7% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling