+176.7%
KO vs BURL
+206.3%
-29.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +1.5% | -30.8% | +32.3% | +5.4% |
| 3M | +11.8% | -18.7% | +30.5% | +14.1% |
| 6M | +16.2% | -16.4% | +32.7% | +18.0% |
| YTD | +28.1% | -11.6% | +39.7% | +29.1% |
| 1Y | +34.8% | -12.0% | +46.8% | +35.5% |
| 3Y | +65.5% | +63.6% | +1.8% | +50.6% |
| 5Y | +81.6% | -12.6% | +94.2% | +76.0% |
| 10Y | +176.7% | +206.5% | -29.8% | +142.0% |
| All | +176.7% | +206.3% | -29.6% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling