+132.5%
KR vs BURL
+226.4%
-93.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +7.0% | +4.2% |
| 7D | +4.0% | -12.5% | +16.4% | +4.3% |
| 30D | +7.4% | -33.2% | +40.6% | +8.5% |
| 3M | -5.2% | -31.4% | +26.2% | -4.3% |
| 6M | -18.5% | -21.7% | +3.3% | -18.0% |
| YTD | -0.8% | -19.6% | +18.8% | -0.4% |
| 1Y | -8.8% | -13.0% | +4.2% | -8.7% |
| 3Y | +42.2% | +54.1% | -11.9% | +37.9% |
| 5Y | +62.5% | -20.0% | +82.5% | +59.9% |
| All | +132.5% | +226.4% | -93.9% | +100.3% |
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