+972.3%
KDP vs CHTR
+316.4%
+655.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.0% |
| 30D | +8.5% | -4.5% | +12.9% | +9.0% |
| 3M | +6.6% | +10.2% | -3.6% | +4.7% |
| 6M | +17.1% | -37.2% | +54.3% | +23.2% |
| YTD | +19.0% | -30.2% | +49.2% | +23.0% |
| 1Y | +21.8% | -44.8% | +66.5% | +30.2% |
| 3Y | +6.4% | -65.5% | +71.9% | +19.8% |
| 5Y | +5.1% | -81.8% | +86.9% | +31.1% |
| 10Y | +175.8% | -45.8% | +221.6% | +176.9% |
| All | +972.3% | +316.4% | +655.9% | +668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling