+21.4%
CVNA vs KIM
+34.6%
-13.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +24.9% | +14.1% | +10.7% | +5.2% |
| 3M | -1.8% | +6.0% | -7.8% | -8.6% |
| 6M | +3.5% | +13.2% | -9.7% | -13.5% |
| YTD | -14.3% | +30.4% | -44.6% | -41.7% |
| 1Y | +13.6% | +31.0% | -17.4% | -24.0% |
| 3Y | +1,163.4% | +67.6% | +1,095.8% | +427.9% |
| All | +21.4% | +34.6% | -13.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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