-0.6%
KMB vs BURL
-17.2%
+16.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.5% | +4.1% | -3.6% | +0.3% |
| 30D | +12.4% | -9.5% | +21.9% | +12.8% |
| 3M | +1.0% | -33.5% | +34.5% | +2.6% |
| 6M | +12.1% | -22.1% | +34.2% | +13.1% |
| YTD | +11.6% | -14.6% | +26.2% | +12.2% |
| 1Y | +13.1% | -8.4% | +21.5% | +13.3% |
| 3Y | +1.6% | +86.6% | -85.0% | -2.8% |
| All | -0.6% | -17.2% | +16.6% | -8.5% |
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