-31.1%
KWEB vs BURL
-12.4%
-18.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.2% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | -11.5% | -30.8% | +19.3% | -7.4% |
| 3M | -2.9% | -18.7% | +15.7% | -0.2% |
| 6M | -14.6% | -16.4% | +1.8% | -12.1% |
| YTD | -25.5% | -11.6% | -13.9% | -23.8% |
| 1Y | -31.1% | -12.0% | -19.1% | -32.0% |
| All | -31.1% | -12.4% | -18.7% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling