+3,065.8%
CVNA vs KHC
-57.9%
+3,123.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -4.3% | -2.5% | -1.8% | -3.7% |
| 30D | -2.4% | +0.5% | -2.9% | -2.4% |
| 3M | +4.5% | +3.0% | +1.5% | +3.8% |
| 6M | +10.2% | +6.6% | +3.6% | +8.5% |
| YTD | -16.7% | +5.8% | -22.5% | -18.2% |
| 1Y | -3.8% | -2.2% | -1.5% | -3.6% |
| 3Y | +648.3% | -12.5% | +660.8% | +654.7% |
| 5Y | +6.6% | -13.6% | +20.2% | +6.4% |
| All | +3,065.8% | -57.9% | +3,123.6% | +3,352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling