+3,189.2%
CVNA vs KEY
+75.1%
+3,114.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | +14.6% | +6.9% | +7.7% | +9.9% |
| 3M | -1.5% | -5.0% | +3.5% | +2.0% |
| 6M | -6.3% | +0.7% | -7.0% | -7.0% |
| YTD | -13.5% | +6.5% | -19.9% | -17.0% |
| 1Y | +13.3% | +22.6% | -9.3% | -1.2% |
| 3Y | +1,150.8% | +125.3% | +1,025.4% | +650.7% |
| 5Y | +27.1% | +13.9% | +13.2% | +12.4% |
| All | +3,189.2% | +75.1% | +3,114.1% | +1,900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling