+6.6%
CVNA vs KIM
+35.1%
-28.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -2.7% |
| 7D | -4.3% | -1.5% | -2.8% | -2.4% |
| 30D | -2.4% | -1.7% | -0.7% | -0.2% |
| 3M | +4.5% | -7.1% | +11.7% | +13.9% |
| 6M | +10.2% | +2.9% | +7.4% | +4.7% |
| YTD | -16.7% | +18.8% | -35.6% | -35.4% |
| 1Y | -3.8% | +9.4% | -13.2% | -17.4% |
| 3Y | +648.3% | +44.6% | +603.7% | +306.2% |
| 5Y | +6.6% | +37.9% | -31.4% | -20.3% |
| All | +6.6% | +35.1% | -28.5% | -20.3% |
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