+2,896.3%
KLAC vs CHTR
-44.7%
+2,941.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.1% |
| 7D | -2.7% | -4.1% | +1.4% | -1.8% |
| 30D | -13.2% | -3.0% | -10.2% | -13.0% |
| 3M | -25.0% | +4.8% | -29.8% | -26.9% |
| 6M | +23.6% | -35.0% | +58.6% | +33.1% |
| YTD | +49.2% | -30.2% | +79.4% | +55.0% |
| 1Y | +89.3% | -44.8% | +134.1% | +112.2% |
| 3Y | +274.4% | -66.6% | +340.9% | +377.5% |
| 5Y | +440.9% | -81.5% | +522.4% | +778.7% |
| All | +2,896.3% | -44.7% | +2,941.1% | +3,108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling