-45.6%
CHTR vs KIM
+33.1%
-78.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +3.1% |
| 7D | +14.1% | +10.6% | +3.5% | +6.5% |
| 30D | +11.6% | +17.5% | -5.9% | +0.3% |
| 3M | -21.4% | +4.7% | -26.1% | -24.2% |
| 6M | -27.3% | +13.1% | -40.4% | -33.7% |
| YTD | -42.4% | +32.1% | -74.5% | -53.3% |
| 1Y | -45.6% | +32.7% | -78.2% | -56.2% |
| All | -45.6% | +33.1% | -78.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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