+774.2%
KEYS vs BURL
+244.4%
+529.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | +16.7% | +0.4% | +16.3% | +16.6% |
| 30D | -17.8% | -4.3% | -13.5% | -17.2% |
| 3M | -14.2% | -28.8% | +14.6% | -7.4% |
| 6M | -15.9% | -12.8% | -3.1% | -14.2% |
| YTD | +49.7% | -12.8% | +62.5% | +52.2% |
| 1Y | +65.3% | -12.3% | +77.6% | +66.5% |
| 3Y | +144.9% | +92.7% | +52.2% | +95.2% |
| 5Y | +63.0% | -6.5% | +69.6% | +50.3% |
| All | +774.2% | +244.4% | +529.8% | +462.2% |
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