+26.8%
KDP vs CHTR
-66.1%
+92.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.2% |
| 7D | -0.8% | +17.2% | -18.0% | -2.2% |
| 30D | +9.7% | +31.6% | -21.9% | +7.0% |
| 3M | +17.6% | -11.6% | +29.2% | +18.3% |
| 6M | +25.8% | -3.3% | +29.0% | +25.3% |
| YTD | +33.9% | -33.7% | +67.6% | +35.4% |
| 1Y | +38.9% | -32.4% | +71.3% | +40.2% |
| 3Y | +26.8% | -65.9% | +92.7% | +36.7% |
| All | +26.8% | -66.1% | +92.9% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling