+143.2%
KEYS vs BURL
+63.9%
+79.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.9% |
| 7D | +2.3% | -2.8% | +5.1% | +2.8% |
| 30D | -2.6% | -28.2% | +25.5% | +3.8% |
| 3M | -4.6% | -17.6% | +13.0% | -1.5% |
| 6M | +8.7% | -11.8% | +20.5% | +10.4% |
| YTD | +61.0% | -8.1% | +69.2% | +61.9% |
| 1Y | +96.0% | -12.0% | +107.9% | +97.6% |
| All | +143.2% | +63.9% | +79.2% | +111.4% |
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