+283.4%
KEEL vs BURL
+55.5%
+228.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.4% |
| 7D | +7.8% | -2.8% | +10.6% | +9.1% |
| 30D | -11.7% | -28.2% | +16.5% | +1.6% |
| 3M | -41.5% | -17.6% | -23.9% | -37.3% |
| 6M | +54.9% | -11.8% | +66.7% | +60.1% |
| YTD | +47.7% | -8.1% | +55.8% | +50.2% |
| 1Y | +177.6% | -12.0% | +189.6% | +184.0% |
| 3Y | +164.9% | +63.3% | +101.6% | +102.8% |
| 5Y | -45.9% | -10.8% | -35.1% | -52.6% |
| All | +283.4% | +55.5% | +228.0% | +279.6% |
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