(May 28, 2015, 0900 USPacific/LosAngeles)
I did not configure this alert.
Why was I interrupted for John F. Kennedy's upcoming birthday?
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This alert does not show up unless you have opted in to iCloud calendars that include that alert.
You are most likely subscribed to a US holidays calender. Open Calenders, then click "Calenders" just above the home button. Select that calender using the "i" button on the right and you will be able to turn off alerts for events originating from that calendar.
If I guessed incorrectly, select options from the dialog shown and you will be able to determine which calendar has that specific alert and change the settings you selected or potentially unsubscribe from that calendar entirely.