+173.4%
KRE vs BURL
+987.9%
-814.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -1.6% |
| 7D | -0.8% | +3.5% | -4.2% | -1.8% |
| 30D | +3.2% | -9.3% | +12.5% | +6.0% |
| 3M | -6.0% | -32.1% | +26.1% | +4.6% |
| 6M | +4.6% | -19.8% | +24.4% | +10.0% |
| YTD | +13.5% | -13.2% | +26.7% | +16.1% |
| 1Y | +22.2% | -7.8% | +30.1% | +21.9% |
| 3Y | +79.8% | +89.3% | -9.5% | +38.3% |
| 5Y | +11.2% | -15.8% | +27.0% | +5.0% |
| 10Y | +116.1% | +262.2% | -146.1% | +43.0% |
| All | +173.4% | +987.9% | -814.6% | +58.1% |
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 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