+863.3%
KEYS vs BURL
+552.8%
+310.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | -11.4% | +4.1% | -15.5% | -12.4% |
| 30D | -28.7% | -9.5% | -19.2% | -27.2% |
| 3M | -19.2% | -33.5% | +14.3% | -11.6% |
| 6M | -25.8% | -22.1% | -3.7% | -22.3% |
| YTD | +33.9% | -14.6% | +48.5% | +36.8% |
| 1Y | +47.1% | -8.4% | +55.4% | +46.3% |
| 3Y | +119.4% | +86.6% | +32.9% | +77.6% |
| 5Y | +48.2% | -17.2% | +65.3% | +40.7% |
| 10Y | +755.2% | +256.4% | +498.8% | +441.6% |
| All | +863.3% | +552.8% | +310.5% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling