+93.6%
KRE vs BURL
+95.8%
-2.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.8% |
| 7D | -0.4% | +7.7% | -8.1% | -2.0% |
| 30D | +6.4% | -7.1% | +13.6% | +8.0% |
| 3M | -3.1% | -30.3% | +27.2% | +4.7% |
| 6M | +6.4% | -15.5% | +21.9% | +9.3% |
| YTD | +15.3% | -11.0% | +26.3% | +16.7% |
| 1Y | +23.3% | -8.4% | +31.7% | +23.3% |
| 3Y | +93.6% | +96.7% | -3.0% | +77.9% |
| All | +93.6% | +95.8% | -2.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling