+46.1%
KEYS vs BURL
-17.2%
+63.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | -11.4% | +4.1% | -15.5% | -12.3% |
| 30D | -28.7% | -9.5% | -19.2% | -27.3% |
| 3M | -19.2% | -33.5% | +14.3% | -12.2% |
| 6M | -25.8% | -22.1% | -3.7% | -22.6% |
| YTD | +33.9% | -14.6% | +48.5% | +36.5% |
| 1Y | +47.1% | -8.4% | +55.4% | +46.1% |
| 3Y | +119.4% | +86.6% | +32.9% | +80.1% |
| All | +46.1% | -17.2% | +63.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling