+79.0%
KKR vs BURL
-11.0%
+89.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.7% |
| 7D | -0.9% | -2.8% | +1.9% | -0.1% |
| 30D | +2.2% | -28.2% | +30.3% | +13.1% |
| 3M | +13.1% | -17.6% | +30.7% | +19.5% |
| 6M | +15.3% | -11.8% | +27.0% | +18.3% |
| YTD | -15.0% | -8.1% | -6.9% | -14.0% |
| 1Y | -21.0% | -12.0% | -9.0% | -19.7% |
| 3Y | +76.7% | +63.3% | +13.4% | +44.4% |
| All | +79.0% | -11.0% | +89.9% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling