+3,206.8%
CVNA vs KDP
+170.2%
+3,036.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.5% |
| 30D | -1.0% | +9.5% | -10.5% | -4.3% |
| 3M | +5.5% | +2.6% | +2.8% | +3.9% |
| 6M | +11.8% | +15.6% | -3.8% | +5.1% |
| YTD | -13.0% | +17.3% | -30.4% | -19.1% |
| 1Y | -2.1% | +20.1% | -22.2% | -10.4% |
| 3Y | +681.6% | +4.9% | +676.7% | +635.2% |
| 5Y | +11.6% | +5.0% | +6.6% | +4.7% |
| All | +3,206.8% | +170.2% | +3,036.5% | +2,488.3% |
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