+14.2%
KARS vs VT
+134.7%
-120.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.0% |
| 7D | -1.0% | +2.9% | -3.9% | -4.4% |
| 30D | -7.4% | -2.5% | -4.9% | -4.6% |
| 3M | -19.5% | -3.3% | -16.1% | -16.2% |
| 6M | -33.0% | +1.5% | -34.5% | -33.9% |
| YTD | -17.9% | +11.4% | -29.2% | -27.3% |
| 1Y | -19.8% | +11.9% | -31.7% | -29.5% |
| 3Y | +6.6% | +73.9% | -67.3% | -44.6% |
| 5Y | -49.3% | +57.9% | -107.2% | -70.0% |
| All | +14.2% | +134.7% | -120.5% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling