+447.1%
KTOS vs BURL
+1,051.1%
-604.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -8.0% | -2.8% | -5.2% | -7.4% |
| 30D | -13.6% | -28.2% | +14.6% | -6.5% |
| 3M | -24.6% | -17.6% | -7.0% | -21.4% |
| 6M | -46.3% | -11.8% | -34.6% | -45.5% |
| YTD | -37.0% | -8.1% | -28.9% | -36.6% |
| 1Y | -24.8% | -12.0% | -12.8% | -24.1% |
| 3Y | +195.0% | +63.3% | +131.7% | +146.0% |
| 5Y | +96.6% | -10.8% | +107.4% | +84.0% |
| 10Y | +579.3% | +215.9% | +363.4% | +356.5% |
| All | +447.1% | +1,051.1% | -604.0% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling