+115.0%
KEY vs BURL
+89.8%
+25.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.0% |
| 7D | -2.5% | +3.5% | -5.9% | -3.3% |
| 30D | +4.1% | -9.3% | +13.4% | +6.4% |
| 3M | -8.4% | -32.1% | +23.7% | +0.7% |
| 6M | -2.3% | -19.8% | +17.5% | +2.1% |
| YTD | +4.6% | -13.2% | +17.7% | +6.6% |
| 1Y | +24.6% | -7.8% | +32.4% | +24.0% |
| All | +115.0% | +89.8% | +25.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling