+107.0%
KTOS vs BURL
-19.2%
+126.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.3% | -7.9% | +5.6% | -0.6% |
| 30D | -26.3% | -33.7% | +7.4% | -19.6% |
| 3M | -14.3% | -27.2% | +12.9% | -8.7% |
| 6M | -47.2% | -22.1% | -25.1% | -44.9% |
| YTD | -38.1% | -17.6% | -20.5% | -36.4% |
| 1Y | -28.4% | -14.9% | -13.6% | -27.5% |
| 3Y | +219.6% | +52.5% | +167.1% | +175.5% |
| 5Y | +107.0% | -17.1% | +124.1% | +103.6% |
| All | +107.0% | -19.2% | +126.1% | +103.6% |
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 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