+687.0%
KKR vs BURL
+254.9%
+432.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +9.3% | -4.4% | +13.8% | +10.9% |
| 3M | -9.8% | -28.6% | +18.7% | +0.1% |
| 6M | +1.0% | -12.3% | +13.3% | +3.8% |
| YTD | -21.1% | -11.3% | -9.8% | -19.5% |
| 1Y | -17.0% | -10.4% | -6.5% | -16.1% |
| 3Y | +60.6% | +96.1% | -35.4% | +21.0% |
| 5Y | +33.6% | -5.0% | +38.6% | +22.1% |
| 10Y | +687.0% | +251.8% | +435.2% | +426.3% |
| All | +687.0% | +254.9% | +432.1% | +426.3% |
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