-81.6%
CHTR vs KEEL
-34.6%
-47.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.5% |
| 7D | -4.1% | +2.9% | -7.0% | -4.3% |
| 30D | -3.0% | +0.8% | -3.8% | -3.3% |
| 3M | +4.8% | -35.3% | +40.1% | +6.3% |
| 6M | -35.0% | +59.4% | -94.4% | -38.6% |
| YTD | -30.2% | +51.9% | -82.1% | -34.3% |
| 1Y | -44.8% | +75.0% | -119.8% | -49.6% |
| 3Y | -66.6% | +224.5% | -291.1% | -73.5% |
| All | -81.6% | -34.6% | -47.0% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling