-43.1%
KWEB vs BURL
-11.0%
-32.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -8.7% | -28.2% | +19.4% | -2.0% |
| 3M | -4.0% | -17.6% | +13.6% | -0.1% |
| 6M | -13.1% | -11.8% | -1.4% | -11.4% |
| YTD | -23.5% | -8.1% | -15.4% | -22.8% |
| 1Y | -27.2% | -12.0% | -15.2% | -26.3% |
| 3Y | -2.1% | +63.3% | -65.4% | -17.6% |
| All | -43.1% | -11.0% | -32.1% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling