+580.6%
CVNA vs KEYS
+154.3%
+426.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -4.1% |
| 7D | -7.3% | +3.5% | -10.8% | -9.4% |
| 30D | -4.6% | -4.5% | -0.1% | -2.2% |
| 3M | +2.0% | -0.4% | +2.4% | 0.0% |
| 6M | +11.7% | +19.1% | -7.4% | -5.8% |
| YTD | -18.1% | +66.7% | -84.7% | -50.9% |
| 1Y | -2.4% | +96.5% | -98.8% | -50.7% |
| 3Y | +580.6% | +155.2% | +425.4% | +106.4% |
| All | +580.6% | +154.3% | +426.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling