-3.8%
CVNA vs KGC
+28.8%
-32.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.0% |
| 7D | -4.3% | -8.4% | +4.1% | -1.9% |
| 30D | -2.4% | +6.3% | -8.7% | -4.2% |
| 3M | +4.5% | +22.4% | -17.9% | -1.5% |
| 6M | +10.2% | -11.4% | +21.7% | +11.6% |
| YTD | -16.7% | +3.1% | -19.9% | -17.4% |
| 1Y | -3.8% | +26.6% | -30.4% | -9.2% |
| All | -3.8% | +28.8% | -32.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling