+23.5%
KEY vs BURL
-9.1%
+32.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +6.7% | -4.4% | +11.1% | +7.2% |
| 3M | -4.6% | -28.6% | +24.0% | +0.3% |
| 6M | +2.6% | -12.3% | +14.9% | +3.5% |
| YTD | +7.0% | -11.3% | +18.2% | +9.1% |
| 1Y | +23.5% | -10.4% | +33.9% | +25.9% |
| All | +23.5% | -9.1% | +32.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling