+1,007.0%
CVNA vs KEY
+106.2%
+900.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +7.7% | -1.3% | +9.0% | +9.3% |
| 30D | +17.2% | +5.1% | +12.1% | +12.2% |
| 3M | +7.7% | -7.1% | +14.8% | +15.2% |
| 6M | -5.5% | -4.4% | -1.2% | -2.2% |
| YTD | -12.8% | +4.0% | -16.9% | -16.6% |
| 1Y | +26.8% | +23.4% | +3.4% | +3.1% |
| 3Y | +1,007.0% | +113.9% | +893.1% | +310.7% |
| All | +1,007.0% | +106.2% | +900.8% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling