+91.3%
KMB vs BURL
+987.9%
-896.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.7% |
| 7D | +0.4% | +3.5% | -3.1% | +0.2% |
| 30D | +14.1% | -9.3% | +23.4% | +14.7% |
| 3M | -0.5% | -32.1% | +31.6% | +1.4% |
| 6M | +16.6% | -19.8% | +36.4% | +17.7% |
| YTD | +13.7% | -13.2% | +26.9% | +14.3% |
| 1Y | +16.1% | -7.8% | +23.9% | +16.1% |
| 3Y | +4.7% | +89.3% | -84.6% | -0.6% |
| 5Y | +1.5% | -15.8% | +17.4% | -0.6% |
| 10Y | +40.5% | +262.2% | -221.7% | +20.9% |
| All | +91.3% | +987.9% | -896.6% | +62.4% |
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