+133.0%
KEY vs BURL
+269.3%
-136.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -1.5% |
| 7D | +1.7% | +10.4% | -8.8% | -2.3% |
| 30D | +6.8% | -4.9% | +11.7% | +8.6% |
| 3M | -5.8% | -29.8% | +23.9% | +6.9% |
| 6M | +1.4% | -16.5% | +17.9% | +6.5% |
| YTD | +7.5% | -10.5% | +18.1% | +9.2% |
| 1Y | +29.6% | -5.3% | +34.9% | +27.4% |
| 3Y | +118.8% | +95.1% | +23.7% | +49.7% |
| 5Y | +16.8% | -12.1% | +28.9% | +6.9% |
| 10Y | +133.0% | +273.2% | -140.1% | +43.6% |
| All | +133.0% | +269.3% | -136.3% | +43.6% |
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 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