+51.3%
KORU vs CVNA
+2,618.9%
-2,567.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +20.1% | -1.0% | +21.1% | +20.4% |
| 30D | +47.5% | -1.0% | +48.5% | +48.3% |
| 3M | -30.1% | +5.5% | -35.5% | -30.7% |
| 6M | +20.1% | +11.8% | +8.3% | +18.8% |
| YTD | +166.6% | -13.0% | +179.6% | +176.7% |
| 1Y | +458.9% | -2.1% | +461.1% | +461.1% |
| 3Y | +531.8% | +681.6% | -149.9% | +254.8% |
| 5Y | +67.7% | +11.6% | +56.0% | +16.1% |
| All | +51.3% | +2,618.9% | -2,567.6% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling