+36.9%
KARS vs VT
+143.1%
-106.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -2.8% | +0.4% | -3.2% | -3.3% |
| 30D | -0.3% | +1.0% | -1.3% | -1.4% |
| 3M | -14.5% | +2.4% | -16.9% | -16.6% |
| 6M | -4.8% | +12.0% | -16.8% | -16.4% |
| YTD | -1.5% | +15.3% | -16.9% | -16.4% |
| 1Y | +13.3% | +22.6% | -9.2% | -10.3% |
| 3Y | +1.4% | +74.7% | -73.3% | -47.5% |
| 5Y | -30.2% | +66.1% | -96.3% | -61.0% |
| All | +36.9% | +143.1% | -106.2% | -49.6% |
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