-1.6%
CHTR vs KEYS
+1,113.8%
-1,115.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.9% |
| 30D | -3.0% | -4.5% | +1.5% | -2.1% |
| 3M | +4.8% | -0.4% | +5.2% | +3.7% |
| 6M | -35.0% | +19.1% | -54.2% | -39.2% |
| YTD | -30.2% | +66.7% | -96.8% | -41.3% |
| 1Y | -44.8% | +96.5% | -141.2% | -56.0% |
| 3Y | -66.6% | +155.2% | -221.7% | -75.8% |
| 5Y | -81.5% | +88.0% | -169.5% | -85.7% |
| 10Y | -44.8% | +1,046.8% | -1,091.6% | -74.7% |
| All | -1.6% | +1,113.8% | -1,115.4% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling