+249.9%
KO vs BURL
+1,051.1%
-801.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.5% |
| 30D | +1.4% | -28.2% | +29.6% | +4.7% |
| 3M | +15.4% | -17.6% | +33.0% | +17.5% |
| 6M | +14.3% | -11.8% | +26.1% | +15.3% |
| YTD | +27.7% | -8.1% | +35.8% | +28.2% |
| 1Y | +32.7% | -12.0% | +44.6% | +33.4% |
| 3Y | +62.2% | +63.3% | -1.1% | +49.0% |
| 5Y | +80.0% | -10.8% | +90.8% | +74.0% |
| 10Y | +175.6% | +215.9% | -40.3% | +129.6% |
| All | +249.9% | +1,051.1% | -801.2% | +170.4% |
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