+117.9%
KEY vs BURL
+252.7%
-134.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -1.3% | +4.1% | -5.4% | -2.9% |
| 30D | +5.1% | -9.5% | +14.6% | +8.9% |
| 3M | -7.1% | -33.5% | +26.4% | +7.7% |
| 6M | -4.4% | -22.1% | +17.7% | +3.2% |
| YTD | +4.0% | -14.6% | +18.6% | +7.5% |
| 1Y | +23.4% | -8.4% | +31.8% | +22.8% |
| 3Y | +113.9% | +86.6% | +27.4% | +49.0% |
| 5Y | +12.3% | -17.2% | +29.5% | +5.4% |
| All | +117.9% | +252.7% | -134.8% | +38.5% |
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