+301.6%
CHTR vs KMX
+151.9%
+149.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.9% |
| 7D | -7.1% | -3.4% | -3.8% | -6.3% |
| 30D | -10.9% | +4.0% | -14.9% | -11.7% |
| 3M | +2.0% | +24.8% | -22.8% | -4.0% |
| 6M | -35.9% | +43.6% | -79.5% | -42.1% |
| YTD | -32.7% | +56.6% | -89.3% | -40.9% |
| 1Y | -46.6% | +2.2% | -48.8% | -48.8% |
| 3Y | -66.7% | -25.4% | -41.3% | -66.2% |
| 5Y | -82.1% | -55.0% | -27.1% | -80.3% |
| 10Y | -46.8% | +9.6% | -56.4% | -55.8% |
| All | +301.6% | +151.9% | +149.7% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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