+742.3%
KKR vs BURL
+217.6%
+524.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.7% |
| 7D | -0.9% | -2.8% | +1.9% | 0.0% |
| 30D | +2.2% | -28.2% | +30.3% | +13.6% |
| 3M | +13.1% | -17.6% | +30.7% | +19.8% |
| 6M | +15.3% | -11.8% | +27.0% | +18.5% |
| YTD | -15.0% | -8.1% | -6.9% | -13.9% |
| 1Y | -21.0% | -12.0% | -9.0% | -19.7% |
| 3Y | +76.7% | +63.3% | +13.4% | +41.8% |
| 5Y | +74.3% | -10.8% | +85.2% | +62.9% |
| All | +742.3% | +217.6% | +524.7% | +458.4% |
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