+342.3%
CVNA vs KEEL
+280.1%
+62.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -2.8% |
| 7D | -4.3% | +2.7% | -7.0% | -4.9% |
| 30D | -2.4% | +4.6% | -6.9% | -3.9% |
| 3M | +4.5% | -34.5% | +39.0% | +9.4% |
| 6M | +10.2% | +59.3% | -49.0% | -6.4% |
| YTD | -16.7% | +46.4% | -63.1% | -29.4% |
| 1Y | -3.8% | +96.6% | -100.3% | -27.4% |
| 3Y | +648.3% | +182.0% | +466.3% | +352.3% |
| 5Y | +6.6% | -38.2% | +44.8% | -27.6% |
| All | +342.3% | +280.1% | +62.2% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling