+316.5%
CHTR vs KNX
+355.7%
-39.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.1% |
| 7D | -4.1% | -5.6% | +1.5% | -2.8% |
| 30D | -3.0% | -4.4% | +1.4% | -2.0% |
| 3M | +4.8% | -17.3% | +22.1% | +9.2% |
| 6M | -35.0% | +22.6% | -57.7% | -38.4% |
| YTD | -30.2% | +31.1% | -61.3% | -35.0% |
| 1Y | -44.8% | +60.2% | -105.0% | -51.1% |
| 3Y | -66.6% | +35.8% | -102.3% | -69.8% |
| 5Y | -81.5% | +38.9% | -120.4% | -83.5% |
| 10Y | -44.8% | +166.5% | -211.3% | -60.2% |
| All | +316.5% | +355.7% | -39.2% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling