+81.8%
KMB vs BURL
+1,051.1%
-969.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.9% |
| 30D | -5.5% | -28.2% | +22.7% | -3.8% |
| 3M | +14.0% | -17.6% | +31.6% | +15.1% |
| 6M | +4.1% | -11.8% | +15.9% | +4.6% |
| YTD | +8.0% | -8.1% | +16.2% | +8.3% |
| 1Y | -13.7% | -12.0% | -1.8% | -13.5% |
| 3Y | -5.9% | +63.3% | -69.2% | -9.9% |
| 5Y | -8.6% | -10.8% | +2.2% | -10.8% |
| 10Y | +17.3% | +215.9% | -198.6% | +2.1% |
| All | +81.8% | +1,051.1% | -969.3% | +54.0% |
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 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