+691.1%
CVNA vs KVYO
-55.5%
+746.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -7.3% | -12.1% | +4.8% | -3.8% |
| 30D | -4.6% | -5.2% | +0.6% | -4.0% |
| 3M | +2.0% | +14.5% | -12.5% | -4.2% |
| 6M | +11.7% | -17.6% | +29.4% | +10.3% |
| YTD | -18.1% | -49.6% | +31.6% | -3.2% |
| 1Y | -2.4% | -48.6% | +46.2% | +12.8% |
| All | +691.1% | -55.5% | +746.6% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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