+11.6%
CVNA vs KGC
+454.1%
-442.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.1% |
| 30D | -1.0% | +10.5% | -11.5% | -3.9% |
| 3M | +5.5% | +19.8% | -14.3% | -0.3% |
| 6M | +11.8% | -6.7% | +18.5% | +12.6% |
| YTD | -13.0% | +7.8% | -20.8% | -16.3% |
| 1Y | -2.1% | +35.7% | -37.8% | -12.5% |
| 3Y | +681.6% | +553.7% | +127.9% | +327.3% |
| 5Y | +11.6% | +461.7% | -450.1% | -31.2% |
| All | +11.6% | +454.1% | -442.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling