+3,159.9%
CVNA vs KHC
-56.6%
+3,216.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.5% |
| 7D | -1.6% | +2.0% | -3.7% | -2.1% |
| 30D | +24.9% | +10.6% | +14.2% | +21.6% |
| 3M | -1.8% | +0.5% | -2.3% | -2.0% |
| 6M | +3.5% | +12.1% | -8.5% | +0.6% |
| YTD | -14.3% | +8.9% | -23.2% | -16.5% |
| 1Y | +13.6% | +7.5% | +6.1% | +11.0% |
| 3Y | +1,163.4% | -10.7% | +1,174.2% | +1,163.4% |
| 5Y | +22.9% | -13.2% | +36.1% | +22.7% |
| All | +3,159.9% | -56.6% | +3,216.5% | +3,423.8% |
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