+3,227.5%
CVNA vs KDP
+224.5%
+3,003.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -4.8% | +4.0% | -8.7% | -6.1% |
| 30D | +24.1% | +16.8% | +7.3% | +17.4% |
| 3M | +2.6% | +32.0% | -29.4% | -7.4% |
| 6M | -3.1% | +35.2% | -38.2% | -13.9% |
| YTD | -12.5% | +40.9% | -53.4% | -23.9% |
| 1Y | +13.0% | +47.7% | -34.7% | -3.7% |
| 3Y | +1,165.3% | +34.8% | +1,130.5% | +972.6% |
| 5Y | +29.0% | +22.6% | +6.4% | +14.7% |
| All | +3,227.5% | +224.5% | +3,003.0% | +2,333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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