+134.6%
KEYS vs BURL
+94.5%
+40.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | -4.5% | +5.9% | -10.3% | -5.5% |
| 30D | -23.9% | -8.3% | -15.5% | -22.7% |
| 3M | -13.1% | -31.6% | +18.5% | -6.9% |
| 6M | -19.1% | -16.6% | -2.5% | -17.2% |
| YTD | +43.4% | -12.1% | +55.5% | +44.9% |
| 1Y | +58.8% | -10.0% | +68.8% | +58.6% |
| 3Y | +134.6% | +94.3% | +40.3% | +111.3% |
| All | +134.6% | +94.5% | +40.1% | +111.3% |
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