-31.0%
KTOS vs BURL
-14.9%
-16.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -9.9% | +7.5% | -1.1% |
| 30D | -26.8% | -32.4% | +5.6% | -23.5% |
| 3M | -20.6% | -30.2% | +9.6% | -17.4% |
| 6M | -47.5% | -21.3% | -26.2% | -47.0% |
| YTD | -38.5% | -17.2% | -21.2% | -38.5% |
| 1Y | -31.0% | -14.4% | -16.6% | -32.6% |
| All | -31.0% | -14.9% | -16.1% | -32.6% |
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