+18.8%
CVNA vs KMB
-2.7%
+21.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -1.7% | -3.0% | +1.2% | -1.1% |
| 30D | +17.3% | +9.1% | +8.2% | +15.4% |
| 3M | -2.3% | -0.4% | -1.8% | -2.2% |
| 6M | -3.9% | +13.0% | -16.9% | -5.8% |
| YTD | -16.1% | +10.3% | -26.4% | -17.5% |
| 1Y | +7.9% | +8.2% | -0.3% | +6.3% |
| 3Y | +1,113.4% | +0.4% | +1,113.1% | +999.2% |
| All | +18.8% | -2.7% | +21.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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