+451.5%
KTOS vs BURL
+1,008.1%
-556.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.7% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | -20.7% | -30.8% | +10.1% | -13.4% |
| 3M | -16.5% | -18.7% | +2.1% | -12.7% |
| 6M | -44.6% | -16.4% | -28.2% | -42.8% |
| YTD | -36.5% | -11.6% | -24.9% | -35.5% |
| 1Y | -24.9% | -12.0% | -12.9% | -24.1% |
| 3Y | +227.9% | +63.6% | +164.3% | +173.0% |
| 5Y | +103.6% | -12.6% | +116.2% | +91.3% |
| 10Y | +597.5% | +206.5% | +391.0% | +372.3% |
| All | +451.5% | +1,008.1% | -556.6% | +215.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling