-14.8%
KMB vs BURL
-9.5%
-5.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.8% |
| 7D | -4.2% | -2.8% | -1.4% | -4.1% |
| 30D | -6.6% | -28.2% | +21.6% | -5.9% |
| 3M | +12.6% | -17.6% | +30.2% | +13.2% |
| 6M | +2.9% | -11.8% | +14.6% | +3.8% |
| YTD | +6.8% | -8.1% | +14.9% | +7.9% |
| 1Y | -14.8% | -12.0% | -2.8% | -14.4% |
| All | -14.8% | -9.5% | -5.2% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling