+474.0%
KORU vs CVNA
+630.6%
-156.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.5% |
| 7D | -1.7% | -7.3% | +5.6% | +1.1% |
| 30D | +13.5% | -4.6% | +18.1% | +16.1% |
| 3M | -45.2% | +2.0% | -47.2% | -45.4% |
| 6M | +17.1% | +11.7% | +5.4% | +15.2% |
| YTD | +154.1% | -18.1% | +172.2% | +168.7% |
| 1Y | +375.7% | -2.4% | +378.1% | +373.9% |
| 3Y | +474.0% | +580.6% | -106.6% | +180.7% |
| All | +474.0% | +630.6% | -156.6% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling