+154.6%
KR vs BURL
+254.9%
-100.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +11.1% | -4.4% | +15.5% | +11.2% |
| 3M | +24.4% | -28.6% | +53.0% | +25.4% |
| 6M | +8.5% | -12.3% | +20.8% | +8.8% |
| YTD | +13.1% | -11.3% | +24.4% | +13.3% |
| 1Y | +9.3% | -10.4% | +19.7% | +9.4% |
| 3Y | +69.3% | +96.1% | -26.8% | +62.7% |
| 5Y | +83.2% | -5.0% | +88.2% | +79.3% |
| 10Y | +154.6% | +251.8% | -97.2% | +118.3% |
| All | +154.6% | +254.9% | -100.4% | +118.3% |
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