-81.6%
CHTR vs KIM
+35.9%
-117.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -4.1% | -1.7% | -2.4% | -3.2% |
| 30D | -3.0% | -3.0% | 0.0% | -1.5% |
| 3M | +4.8% | -8.9% | +13.6% | +9.8% |
| 6M | -35.0% | +2.4% | -37.4% | -35.9% |
| YTD | -30.2% | +18.3% | -48.5% | -36.1% |
| 1Y | -44.8% | +8.2% | -52.9% | -47.1% |
| 3Y | -66.6% | +44.0% | -110.6% | -72.6% |
| All | -81.6% | +35.9% | -117.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling