+340.8%
KR vs BURL
+992.7%
-651.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +14.9% | -4.3% | +19.3% | +15.1% |
| 3M | +25.4% | -28.8% | +54.2% | +27.3% |
| 6M | +9.3% | -12.8% | +22.2% | +9.9% |
| YTD | +13.7% | -12.8% | +26.5% | +14.0% |
| 1Y | +9.2% | -12.3% | +21.4% | +9.4% |
| 3Y | +70.1% | +92.7% | -22.6% | +60.1% |
| 5Y | +82.5% | -6.5% | +89.0% | +77.6% |
| 10Y | +155.7% | +245.7% | -90.0% | +100.8% |
| All | +340.8% | +992.7% | -651.9% | +209.9% |
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