+116.6%
KEEL vs BURL
+50.7%
+65.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.0% |
| 7D | +3.7% | +7.7% | -4.0% | +0.4% |
| 30D | -35.7% | -7.1% | -28.6% | -33.7% |
| 3M | -49.5% | -30.3% | -19.2% | -41.5% |
| 6M | -50.6% | -15.5% | -35.1% | -48.6% |
| YTD | -16.6% | -11.0% | -5.6% | -14.6% |
| 1Y | -46.4% | -8.4% | -38.0% | -46.6% |
| 3Y | +63.3% | +96.7% | -33.3% | +14.9% |
| 5Y | -77.9% | -14.1% | -63.8% | -80.5% |
| All | +116.6% | +50.7% | +65.9% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling