+109.7%
KRE vs BURL
+252.7%
-142.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +0.3% | +4.1% | -3.8% | -1.1% |
| 30D | +4.8% | -9.5% | +14.3% | +8.0% |
| 3M | -5.1% | -33.5% | +28.4% | +7.4% |
| 6M | +3.3% | -22.1% | +25.4% | +10.1% |
| YTD | +13.3% | -14.6% | +27.9% | +16.7% |
| 1Y | +22.9% | -8.4% | +31.2% | +22.5% |
| 3Y | +82.1% | +86.6% | -4.5% | +35.9% |
| 5Y | +11.0% | -17.2% | +28.2% | +5.5% |
| All | +109.7% | +252.7% | -142.9% | +41.7% |
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 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