+822.5%
KEYS vs BURL
+563.4%
+259.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -8.1% |
| 7D | -21.0% | +3.5% | -24.5% | -21.7% |
| 30D | -32.8% | -9.3% | -23.6% | -31.5% |
| 3M | -22.4% | -32.1% | +9.7% | -15.5% |
| 6M | -26.8% | -19.8% | -7.0% | -23.8% |
| YTD | +28.3% | -13.2% | +41.4% | +30.5% |
| 1Y | +40.2% | -7.8% | +48.1% | +39.4% |
| 3Y | +107.2% | +89.3% | +17.9% | +67.2% |
| 5Y | +41.9% | -15.8% | +57.7% | +34.3% |
| 10Y | +719.0% | +262.2% | +456.8% | +416.8% |
| All | +822.5% | +563.4% | +259.1% | +422.7% |
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