-69.3%
CHTR vs KEY
+121.2%
-190.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.9% | -8.0% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -12.7% | -3.3% | -9.4% | -11.6% |
| 3M | -1.1% | -0.7% | -0.4% | -0.9% |
| 6M | -39.9% | +12.5% | -52.4% | -42.2% |
| YTD | -35.9% | +8.4% | -44.3% | -37.7% |
| 1Y | -49.2% | +18.4% | -67.6% | -52.2% |
| All | -69.3% | +121.2% | -190.5% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling