+334.3%
CHTR vs KEY
+547.2%
-212.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -0.8% | -3.0% | +2.3% | 0.0% |
| 3M | +17.8% | +3.3% | +14.4% | +16.7% |
| 6M | -34.5% | +9.2% | -43.7% | -35.9% |
| YTD | -27.2% | +10.6% | -37.8% | -29.1% |
| 1Y | -41.4% | +20.4% | -61.8% | -44.2% |
| 3Y | -64.0% | +121.8% | -185.9% | -70.9% |
| 5Y | -81.3% | +41.1% | -122.4% | -83.7% |
| 10Y | -44.1% | +168.5% | -212.6% | -63.5% |
| All | +334.3% | +547.2% | -212.9% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling