+556.3%
KKR vs BURL
+970.5%
-414.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | +2.2% | +4.1% | -1.9% | +1.0% |
| 30D | +7.6% | -9.5% | +17.1% | +10.8% |
| 3M | -6.5% | -33.5% | +27.0% | +5.0% |
| 6M | -3.9% | -22.1% | +18.2% | +2.2% |
| YTD | -23.9% | -14.6% | -9.3% | -21.5% |
| 1Y | -18.5% | -8.4% | -10.2% | -18.3% |
| 3Y | +65.8% | +86.6% | -20.8% | +31.5% |
| 5Y | +25.3% | -17.2% | +42.5% | +20.0% |
| 10Y | +720.2% | +256.4% | +463.8% | +461.2% |
| All | +556.3% | +970.5% | -414.3% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling