+15.4%
KARS vs VT
+128.2%
-112.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +2.3% |
| 7D | -0.6% | -4.2% | +3.5% | +4.5% |
| 30D | -10.7% | -5.8% | -5.0% | -4.1% |
| 3M | -16.0% | -5.2% | -10.8% | -10.4% |
| 6M | -31.2% | +0.1% | -31.3% | -30.9% |
| YTD | -17.0% | +8.2% | -25.3% | -23.9% |
| 1Y | -17.3% | +10.1% | -27.5% | -25.8% |
| 3Y | +3.1% | +69.7% | -66.6% | -44.8% |
| 5Y | -48.5% | +53.4% | -101.9% | -68.4% |
| All | +15.4% | +128.2% | -112.8% | -54.2% |
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 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