+44.3%
KORU vs CVNA
+2,461.5%
-2,417.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.4% |
| 7D | -1.7% | -7.3% | +5.6% | +0.3% |
| 30D | +13.5% | -4.6% | +18.1% | +15.4% |
| 3M | -45.2% | +2.0% | -47.2% | -45.3% |
| 6M | +17.1% | +11.7% | +5.4% | +16.1% |
| YTD | +154.1% | -18.1% | +172.2% | +168.0% |
| 1Y | +375.7% | -2.4% | +378.1% | +379.2% |
| 3Y | +474.0% | +580.6% | -106.6% | +233.5% |
| 5Y | +60.4% | +4.9% | +55.5% | +13.0% |
| All | +44.3% | +2,461.5% | -2,417.2% | -60.6% |
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