+113.7%
KLAC vs CHTR
-41.9%
+155.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.4% |
| 7D | +5.7% | -1.1% | +6.8% | +5.5% |
| 30D | -3.6% | -0.8% | -2.9% | -3.4% |
| 3M | -12.8% | +17.8% | -30.6% | -8.7% |
| 6M | +26.1% | -34.5% | +60.5% | +18.7% |
| YTD | +53.3% | -27.2% | +80.5% | +52.4% |
| 1Y | +113.7% | -41.4% | +155.1% | +127.2% |
| All | +113.7% | -41.9% | +155.6% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling