+3,065.8%
CVNA vs KR
+131.0%
+2,934.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | -4.3% | -2.7% | -1.6% | -4.3% |
| 30D | -2.4% | +1.9% | -4.3% | -2.4% |
| 3M | +4.5% | -11.0% | +15.6% | +4.5% |
| 6M | +10.2% | -20.2% | +30.4% | +10.3% |
| YTD | -16.7% | -7.3% | -9.5% | -16.9% |
| 1Y | -3.8% | -13.1% | +9.4% | -3.9% |
| 3Y | +648.3% | +29.7% | +618.6% | +626.7% |
| 5Y | +6.6% | +48.8% | -42.2% | +3.7% |
| All | +3,065.8% | +131.0% | +2,934.8% | +2,917.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 all: compounded portfolio wealth divided by compounded KR 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…
all analysis · Full analysis span regression · 6 months rolling