+57.5%
KEYS vs BURL
-9.4%
+66.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +6.0% |
| 7D | -3.3% | +7.7% | -11.0% | -3.5% |
| 30D | -24.5% | -7.1% | -17.4% | -24.0% |
| 3M | -15.3% | -30.3% | +15.0% | -14.4% |
| 6M | -19.8% | -15.5% | -4.3% | -19.7% |
| YTD | +42.2% | -11.0% | +53.2% | +46.0% |
| All | +57.5% | -9.4% | +66.9% | +63.8% |
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