+701.4%
KKR vs BURL
+252.7%
+448.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +2.2% | +4.1% | -1.9% | +0.9% |
| 30D | +7.6% | -9.5% | +17.1% | +11.1% |
| 3M | -6.5% | -33.5% | +27.0% | +6.3% |
| 6M | -3.9% | -22.1% | +18.2% | +2.9% |
| YTD | -23.9% | -14.6% | -9.3% | -21.3% |
| 1Y | -18.5% | -8.4% | -10.2% | -18.4% |
| 3Y | +65.8% | +86.6% | -20.8% | +26.9% |
| 5Y | +25.3% | -17.2% | +42.5% | +19.9% |
| All | +701.4% | +252.7% | +448.7% | +441.4% |
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 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