+121.3%
KARO vs VT
+83.5%
+37.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | -0.7% | +1.0% | -1.6% | -1.4% |
| 3M | +39.7% | +2.4% | +37.4% | +36.9% |
| 6M | +41.2% | +12.0% | +29.2% | +28.3% |
| YTD | +47.3% | +15.3% | +32.0% | +30.7% |
| 1Y | +28.0% | +22.6% | +5.4% | +8.1% |
| 3Y | +184.8% | +74.7% | +110.1% | +87.5% |
| 5Y | +138.7% | +66.1% | +72.6% | +55.2% |
| All | +121.3% | +83.5% | +37.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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