+169.5%
KDP vs CHTR
-44.7%
+214.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | -3.7% | -4.1% | +0.4% | -3.2% |
| 30D | +6.2% | -3.0% | +9.2% | +6.4% |
| 3M | +1.2% | +4.8% | -3.5% | +0.2% |
| 6M | +15.3% | -35.0% | +50.4% | +20.1% |
| YTD | +14.8% | -30.2% | +45.0% | +18.1% |
| 1Y | +17.6% | -44.8% | +62.4% | +24.9% |
| 3Y | +2.1% | -66.6% | +68.7% | +14.7% |
| 5Y | +2.7% | -81.5% | +84.2% | +28.6% |
| All | +169.5% | -44.7% | +214.2% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling