-44.1%
CHTR vs KEYS
+45.0%
-89.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.8% | +13.5% | +3.5% |
| 7D | +15.5% | -21.0% | +36.5% | +12.7% |
| 30D | +15.9% | -32.8% | +48.7% | +12.3% |
| 3M | -17.8% | -22.4% | +4.6% | -20.0% |
| 6M | -20.5% | -26.8% | +6.3% | -22.5% |
| YTD | -39.7% | +28.3% | -68.0% | -44.1% |
| 1Y | -44.1% | +40.2% | -84.3% | -49.1% |
| All | -44.1% | +45.0% | -89.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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