+61.9%
KKR vs BURL
+94.5%
-32.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | +5.1% | +5.9% | -0.8% | +3.3% |
| 30D | +10.9% | -8.3% | +19.2% | +13.7% |
| 3M | -2.9% | -31.6% | +28.8% | +8.5% |
| 6M | -1.2% | -16.6% | +15.4% | +2.8% |
| YTD | -20.4% | -12.1% | -8.4% | -18.9% |
| 1Y | -15.4% | -10.0% | -5.4% | -15.0% |
| 3Y | +61.9% | +94.3% | -32.4% | +49.1% |
| All | +61.9% | +94.5% | -32.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling