+172.9%
KEY vs BURL
+215.5%
-42.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.8% |
| 7D | +2.2% | -2.8% | +5.0% | +3.3% |
| 30D | -3.0% | -28.2% | +25.1% | +9.9% |
| 3M | +3.3% | -17.6% | +20.9% | +10.5% |
| 6M | +9.2% | -11.8% | +21.0% | +12.6% |
| YTD | +10.6% | -8.1% | +18.8% | +12.0% |
| 1Y | +20.4% | -12.0% | +32.4% | +22.3% |
| 3Y | +121.8% | +63.3% | +58.5% | +65.4% |
| 5Y | +41.1% | -10.8% | +51.9% | +29.2% |
| All | +172.9% | +215.5% | -42.6% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling