+316.4%
CHTR vs KIM
+275.6%
+40.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -4.5% | -1.7% | -2.8% | -4.1% |
| 3M | +10.2% | -0.8% | +11.1% | +10.5% |
| 6M | -37.2% | +4.4% | -41.6% | -38.0% |
| YTD | -30.2% | +21.2% | -51.4% | -33.7% |
| 1Y | -44.8% | +10.5% | -55.3% | -46.3% |
| 3Y | -65.5% | +47.5% | -113.0% | -68.9% |
| 5Y | -81.8% | +37.1% | -118.9% | -83.4% |
| 10Y | -45.8% | +29.5% | -75.2% | -50.5% |
| All | +316.4% | +275.6% | +40.8% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling