+43.5%
KDP vs CHTR
-46.1%
+89.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +5.4% |
| 7D | +5.3% | +14.1% | -8.8% | +4.2% |
| 30D | +19.1% | +11.6% | +7.5% | +18.0% |
| 3M | +19.2% | -21.4% | +40.6% | +21.0% |
| 6M | +29.3% | -27.3% | +56.5% | +30.6% |
| YTD | +35.5% | -42.4% | +77.9% | +34.8% |
| 1Y | +43.5% | -45.6% | +89.0% | +44.2% |
| All | +43.5% | -46.1% | +89.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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