+606.4%
KTOS vs BURL
+194.0%
+412.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -9.9% | +7.5% | +0.2% |
| 30D | -26.8% | -32.4% | +5.6% | -19.4% |
| 3M | -20.6% | -30.2% | +9.6% | -13.5% |
| 6M | -47.5% | -21.3% | -26.2% | -44.9% |
| YTD | -38.5% | -17.2% | -21.2% | -36.5% |
| 1Y | -31.0% | -14.4% | -16.6% | -29.9% |
| 3Y | +216.5% | +55.0% | +161.5% | +164.1% |
| 5Y | +105.7% | -16.8% | +122.4% | +95.7% |
| All | +606.4% | +194.0% | +412.4% | +397.9% |
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