+102.9%
KO vs BURL
-10.8%
+113.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +2.0% |
| 7D | +3.7% | -1.6% | +5.3% | +3.8% |
| 30D | +8.1% | -7.7% | +15.9% | +8.5% |
| 3M | +14.2% | -31.7% | +45.9% | +16.1% |
| 6M | +25.2% | -15.2% | +40.4% | +26.1% |
| YTD | +44.7% | -15.9% | +60.6% | +45.7% |
| 1Y | +43.4% | -14.2% | +57.6% | +44.1% |
| 3Y | +90.1% | +93.5% | -3.5% | +78.8% |
| All | +102.9% | -10.8% | +113.7% | +94.5% |
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