+3,214.0%
CVNA vs KEY
+71.0%
+3,142.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +7.7% | -1.3% | +9.0% | +8.9% |
| 30D | +17.2% | +5.1% | +12.1% | +13.6% |
| 3M | +7.7% | -7.1% | +14.8% | +13.2% |
| 6M | -5.5% | -4.4% | -1.2% | -3.0% |
| YTD | -12.8% | +4.0% | -16.9% | -15.1% |
| 1Y | +26.8% | +23.4% | +3.4% | +10.2% |
| 3Y | +1,007.0% | +113.9% | +893.1% | +587.8% |
| 5Y | +23.5% | +12.3% | +11.2% | +10.4% |
| All | +3,214.0% | +71.0% | +3,142.9% | +1,946.5% |
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