+3,206.8%
CVNA vs KHC
-57.5%
+3,264.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.0% | -4.8% | +3.8% | +0.2% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | +5.5% | +6.7% | -1.3% | +3.8% |
| 6M | +11.8% | +4.2% | +7.7% | +10.6% |
| YTD | -13.0% | +6.7% | -19.8% | -14.7% |
| 1Y | -2.1% | -1.4% | -0.7% | -2.2% |
| 3Y | +681.6% | -11.8% | +693.4% | +686.4% |
| 5Y | +11.6% | -13.4% | +25.0% | +11.4% |
| All | +3,206.8% | -57.5% | +3,264.2% | +3,497.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling