-80.0%
CHTR vs KEY
+13.1%
-93.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +17.2% | +2.9% | +14.3% | +16.2% |
| 30D | +31.6% | +8.4% | +23.2% | +28.4% |
| 3M | -11.6% | -5.8% | -5.8% | -10.0% |
| 6M | -3.3% | +5.4% | -8.7% | -4.8% |
| YTD | -33.7% | +7.1% | -40.8% | -35.0% |
| 1Y | -32.4% | +26.8% | -59.2% | -36.9% |
| 3Y | -65.9% | +128.7% | -194.6% | -73.2% |
| All | -80.0% | +13.1% | -93.2% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling