-44.1%
CHTR vs KEEL
-58.5%
+14.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -21.4% | +26.1% | +2.9% |
| 7D | +15.5% | -28.6% | +44.0% | +13.0% |
| 30D | +15.9% | -52.4% | +68.3% | +10.4% |
| 3M | -17.8% | -58.0% | +40.2% | -21.7% |
| 6M | -20.5% | -53.3% | +32.8% | -24.0% |
| YTD | -39.7% | -29.8% | -9.9% | -43.2% |
| 1Y | -44.1% | -59.4% | +15.3% | -46.3% |
| All | -44.1% | -58.5% | +14.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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