+63.2%
KKR vs CHTR
-65.7%
+128.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.5% |
| 7D | -6.2% | -4.1% | -2.1% | -5.5% |
| 30D | -8.9% | -3.0% | -5.9% | -8.6% |
| 3M | +6.3% | +4.8% | +1.5% | +4.4% |
| 6M | +16.5% | -35.0% | +51.5% | +24.7% |
| YTD | -20.3% | -30.2% | +9.9% | -16.4% |
| 1Y | -29.8% | -44.8% | +15.0% | -22.0% |
| 3Y | +63.2% | -66.6% | +129.7% | +108.6% |
| All | +63.2% | -65.7% | +128.8% | +108.6% |
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 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