+22.5%
KORU vs CVNA
+20.1%
+2.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.8% | -14.1% | -10.3% |
| 7D | -24.3% | +31.3% | -55.7% | -37.4% |
| 30D | -54.2% | +21.7% | -75.9% | -60.0% |
| 3M | -45.4% | +14.0% | -59.5% | -50.2% |
| 6M | -66.5% | +3.0% | -69.4% | -67.8% |
| YTD | +14.9% | -8.1% | +23.0% | +1.7% |
| 1Y | +22.5% | +25.2% | -2.6% | -14.9% |
| All | +22.5% | +20.1% | +2.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling