+13.4%
CVNA vs KEY
+41.9%
-28.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +0.7% | +2.2% | -1.5% | -1.2% |
| 30D | +7.4% | -3.0% | +10.4% | +10.1% |
| 3M | +12.7% | +3.3% | +9.4% | +8.8% |
| 6M | +17.9% | +9.2% | +8.7% | +8.2% |
| YTD | -11.6% | +10.6% | -22.3% | -19.8% |
| 1Y | +0.8% | +20.4% | -19.6% | -15.4% |
| 3Y | +633.4% | +121.8% | +511.6% | +254.9% |
| All | +13.4% | +41.9% | -28.5% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling