-32.4%
CHTR vs KEY
+25.9%
-58.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +17.2% | +2.9% | +14.3% | +15.5% |
| 30D | +31.6% | +8.4% | +23.2% | +26.0% |
| 3M | -11.6% | -5.8% | -5.8% | -9.3% |
| 6M | -3.3% | +5.4% | -8.7% | -6.4% |
| YTD | -33.7% | +7.1% | -40.8% | -35.9% |
| 1Y | -32.4% | +26.8% | -59.2% | -41.3% |
| All | -32.4% | +25.9% | -58.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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