+125.2%
KR vs BURL
+206.3%
-81.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.4% | -2.3% |
| 7D | -1.3% | -2.6% | +1.3% | -1.2% |
| 30D | +1.5% | -30.8% | +32.3% | +2.4% |
| 3M | -8.5% | -18.7% | +10.1% | -8.1% |
| 6M | -21.9% | -16.4% | -5.4% | -21.6% |
| YTD | -6.9% | -11.6% | +4.7% | -6.7% |
| 1Y | -14.0% | -12.0% | -2.0% | -13.9% |
| 3Y | +30.3% | +63.6% | -33.3% | +26.2% |
| 5Y | +37.7% | -12.6% | +50.3% | +35.3% |
| 10Y | +125.2% | +206.5% | -81.3% | +88.7% |
| All | +125.2% | +206.3% | -81.2% | +88.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling