+13.6%
CVNA vs KHC
-10.2%
+23.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | -2.2% | +5.7% | +3.8% |
| 30D | +5.5% | -0.1% | +5.5% | +5.5% |
| 3M | +7.6% | +8.3% | -0.8% | +6.9% |
| 6M | +17.6% | +5.0% | +12.6% | +17.2% |
| YTD | -11.5% | +8.0% | -19.5% | -12.0% |
| 1Y | +0.4% | -1.1% | +1.5% | +0.5% |
| 3Y | +695.6% | -10.7% | +706.3% | +683.7% |
| 5Y | +13.6% | -13.5% | +27.1% | +25.3% |
| All | +13.6% | -10.2% | +23.8% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling