+3.0%
KDP vs CHTR
-82.1%
+85.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.4% |
| 7D | -4.3% | -7.1% | +2.8% | -3.7% |
| 30D | +7.8% | -10.9% | +18.7% | +8.7% |
| 3M | -0.1% | +2.0% | -2.1% | -0.5% |
| 6M | +14.0% | -35.9% | +49.9% | +16.7% |
| YTD | +15.1% | -32.7% | +47.7% | +17.1% |
| 1Y | +18.5% | -46.6% | +65.1% | +23.0% |
| 3Y | +2.9% | -66.7% | +69.6% | +10.2% |
| 5Y | +3.0% | -82.1% | +85.1% | +15.1% |
| All | +3.0% | -82.1% | +85.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling