+216.9%
KTOS vs BURL
+53.2%
+163.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.3% | -1.9% |
| 7D | -2.2% | -7.0% | +4.8% | -1.0% |
| 30D | -25.1% | -35.6% | +10.5% | -19.5% |
| 3M | -16.8% | -26.3% | +9.5% | -12.8% |
| 6M | -49.5% | -20.7% | -28.8% | -48.0% |
| YTD | -38.4% | -17.2% | -21.2% | -37.3% |
| 1Y | -27.6% | -15.0% | -12.6% | -27.1% |
| All | +216.9% | +53.2% | +163.7% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling