+6.1%
CVNA vs KEEL
-34.6%
+40.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -3.0% |
| 7D | -7.3% | +2.9% | -10.2% | -8.4% |
| 30D | -4.6% | +0.8% | -5.4% | -6.2% |
| 3M | +2.0% | -35.3% | +37.3% | +10.4% |
| 6M | +11.7% | +59.4% | -47.6% | -19.1% |
| YTD | -18.1% | +51.9% | -70.0% | -42.2% |
| 1Y | -2.4% | +75.0% | -77.4% | -43.0% |
| 3Y | +580.6% | +224.5% | +356.0% | +74.7% |
| All | +6.1% | -34.6% | +40.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling