+3,259.9%
CVNA vs KGC
+906.9%
+2,353.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | +7.4% | +20.3% | -12.9% | +2.8% |
| 3M | +12.7% | +8.1% | +4.6% | +10.1% |
| 6M | +17.9% | -8.8% | +26.7% | +19.2% |
| YTD | -11.6% | +10.1% | -21.7% | -14.6% |
| 1Y | +0.8% | +44.2% | -43.5% | -9.1% |
| 3Y | +633.4% | +533.0% | +100.4% | +366.6% |
| 5Y | +13.5% | +443.0% | -429.5% | -26.7% |
| All | +3,259.9% | +906.9% | +2,353.0% | +2,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling