-38.0%
KWEB vs BURL
-17.2%
-20.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +9.4% | +4.1% | +5.3% | +8.4% |
| 30D | +2.3% | -9.5% | +11.7% | +4.4% |
| 3M | -12.3% | -33.5% | +21.2% | -4.6% |
| 6M | -16.4% | -22.1% | +5.7% | -12.5% |
| YTD | -26.9% | -14.6% | -12.4% | -25.3% |
| 1Y | -33.2% | -8.4% | -24.8% | -33.2% |
| 3Y | +1.2% | +86.6% | -85.3% | -18.3% |
| All | -38.0% | -17.2% | -20.8% | -43.4% |
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