-21.1%
KWEB vs BURL
+206.3%
-227.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | -11.5% | -30.8% | +19.3% | -4.4% |
| 3M | -2.9% | -18.7% | +15.7% | +1.2% |
| 6M | -14.6% | -16.4% | +1.8% | -11.9% |
| YTD | -25.5% | -11.6% | -13.9% | -24.2% |
| 1Y | -31.1% | -12.0% | -19.1% | -30.3% |
| 3Y | +3.0% | +63.6% | -60.7% | -12.3% |
| 5Y | -42.6% | -12.6% | -30.0% | -46.1% |
| 10Y | -21.1% | +206.5% | -227.6% | -41.7% |
| All | -21.1% | +206.3% | -227.5% | -41.7% |
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