+25.2%
CVNA vs KEYS
+55.9%
-30.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.3% | +15.1% | +9.8% |
| 7D | +31.3% | -14.8% | +46.1% | +34.7% |
| 30D | +21.7% | -25.6% | +47.3% | +28.4% |
| 3M | +14.0% | -16.2% | +30.2% | +17.0% |
| 6M | +3.0% | -18.6% | +21.6% | +6.4% |
| YTD | -8.1% | +40.7% | -48.8% | -24.7% |
| 1Y | +25.2% | +59.6% | -34.4% | -5.2% |
| All | +25.2% | +55.9% | -30.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling