+83.1%
KO vs BURL
+86.7%
-3.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.7% | +4.1% | -2.4% | +1.6% |
| 30D | +11.5% | -9.5% | +20.9% | +11.6% |
| 3M | +10.8% | -33.5% | +44.3% | +11.6% |
| 6M | +22.3% | -22.1% | +44.3% | +23.0% |
| YTD | +39.5% | -14.6% | +54.1% | +40.3% |
| 1Y | +42.2% | -8.4% | +50.6% | +43.0% |
| 3Y | +83.1% | +86.6% | -3.5% | +77.7% |
| All | +83.1% | +86.7% | -3.7% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling