+89.7%
KRE vs BURL
+251.7%
-162.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +0.3% | +5.9% | -5.6% | -1.6% |
| 30D | +5.9% | -8.3% | +14.2% | +8.7% |
| 3M | -3.3% | -31.6% | +28.3% | +8.4% |
| 6M | +5.8% | -16.6% | +22.5% | +10.4% |
| YTD | +14.7% | -12.1% | +26.8% | +17.0% |
| 1Y | +22.0% | -10.0% | +32.0% | +22.5% |
| 3Y | +91.6% | +94.3% | -2.7% | +41.0% |
| 5Y | +13.0% | -13.2% | +26.2% | +5.6% |
| All | +89.7% | +251.7% | -162.0% | +25.1% |
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