+2,025.6%
KLAC vs CVNA
+2,461.5%
-435.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.2% |
| 7D | -2.7% | -7.3% | +4.6% | -1.6% |
| 30D | -13.2% | -4.6% | -8.6% | -12.7% |
| 3M | -25.0% | +2.0% | -27.0% | -25.7% |
| 6M | +23.6% | +11.7% | +11.9% | +20.5% |
| YTD | +49.2% | -18.1% | +67.3% | +51.4% |
| 1Y | +89.3% | -2.4% | +91.7% | +86.7% |
| 3Y | +274.4% | +580.6% | -306.2% | +168.9% |
| 5Y | +440.9% | +4.9% | +436.1% | +333.2% |
| All | +2,025.6% | +2,461.5% | -435.9% | +892.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling