+720.6%
KKR vs BURL
+247.8%
+472.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | +5.1% | +5.9% | -0.8% | +3.1% |
| 30D | +10.9% | -8.3% | +19.2% | +14.0% |
| 3M | -2.9% | -31.6% | +28.8% | +9.4% |
| 6M | -1.2% | -16.6% | +15.4% | +3.3% |
| YTD | -20.4% | -12.1% | -8.4% | -18.6% |
| 1Y | -15.4% | -10.0% | -5.4% | -14.7% |
| 3Y | +61.9% | +94.3% | -32.4% | +22.3% |
| 5Y | +38.3% | -13.2% | +51.5% | +30.1% |
| 10Y | +720.6% | +252.5% | +468.1% | +450.1% |
| All | +720.6% | +247.8% | +472.8% | +450.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling