-19.8%
KWEB vs BURL
+254.9%
-274.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -4.4% | -4.4% | +0.1% | -3.6% |
| 3M | -15.7% | -28.6% | +12.8% | -9.9% |
| 6M | -20.0% | -12.3% | -7.7% | -18.5% |
| YTD | -30.5% | -11.3% | -19.2% | -29.6% |
| 1Y | -36.6% | -10.4% | -26.1% | -36.2% |
| 3Y | -1.7% | +96.1% | -97.7% | -19.8% |
| 5Y | -45.0% | -5.0% | -40.0% | -49.2% |
| 10Y | -19.8% | +251.8% | -271.6% | -41.6% |
| All | -19.8% | +254.9% | -274.7% | -41.6% |
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 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