+83.3%
KRE vs BURL
+244.4%
-161.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +5.0% | -4.3% | +9.4% | +6.3% |
| 3M | -5.7% | -28.8% | +23.0% | +4.3% |
| 6M | +7.5% | -12.8% | +20.3% | +10.4% |
| YTD | +13.8% | -12.8% | +26.7% | +16.4% |
| 1Y | +20.7% | -12.3% | +32.9% | +22.2% |
| 3Y | +90.1% | +92.7% | -2.6% | +40.3% |
| 5Y | +11.5% | -6.5% | +18.1% | +1.2% |
| All | +83.3% | +244.4% | -161.1% | +22.4% |
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 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