+13.3%
KVUE vs BURL
+83.0%
-69.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | -17.4% | +37.3% | +19.3% |
| 7D | +19.9% | -17.4% | +37.3% | +19.3% |
| 30D | +19.9% | -17.4% | +37.3% | +19.3% |
| 3M | +19.9% | -17.4% | +37.3% | +19.3% |
| 6M | +19.9% | -17.4% | +37.3% | +19.3% |
| YTD | +19.9% | -17.4% | +37.3% | +19.3% |
| 1Y | +42.1% | -13.3% | +55.4% | +41.0% |
| All | +13.3% | +83.0% | -69.6% | +8.6% |
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