+18.5%
KARS vs VT
+137.8%
-119.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | -6.4% | -1.4% | -5.0% | -4.7% |
| 3M | -14.2% | -1.4% | -12.8% | -12.7% |
| 6M | -29.1% | +5.5% | -34.6% | -33.1% |
| YTD | -14.8% | +12.8% | -27.6% | -25.6% |
| 1Y | -13.0% | +15.4% | -28.5% | -26.1% |
| 3Y | +5.9% | +76.9% | -71.0% | -46.1% |
| 5Y | -47.4% | +60.4% | -107.8% | -69.4% |
| All | +18.5% | +137.8% | -119.4% | -55.2% |
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