+3,159.9%
CVNA vs KGC
+577.1%
+2,582.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | -1.6% | -6.7% | +5.0% | 0.0% |
| 30D | +24.9% | -6.7% | +31.5% | +26.5% |
| 3M | -1.8% | -22.6% | +20.8% | +3.6% |
| 6M | +3.5% | -33.4% | +37.0% | +12.4% |
| YTD | -14.3% | -26.0% | +11.7% | -9.7% |
| 1Y | +13.6% | -18.3% | +31.9% | +16.9% |
| 3Y | +1,163.4% | +315.8% | +847.7% | +781.5% |
| 5Y | +22.9% | +225.7% | -202.8% | -11.5% |
| All | +3,159.9% | +577.1% | +2,582.8% | +2,302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling