-45.6%
CHTR vs KNX
+45.0%
-90.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | +14.1% | +2.5% | +11.6% | +13.2% |
| 30D | +11.6% | -4.4% | +16.0% | +13.0% |
| 3M | -21.4% | -12.7% | -8.8% | -18.3% |
| 6M | -27.3% | +0.9% | -28.2% | -29.0% |
| YTD | -42.4% | +20.3% | -62.7% | -47.6% |
| 1Y | -45.6% | +40.9% | -86.5% | -54.4% |
| All | -45.6% | +45.0% | -90.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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