-12.7%
KMB vs CHTR
-82.1%
+69.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.8% |
| 7D | -7.7% | -7.1% | -0.5% | -6.9% |
| 30D | -8.2% | -10.9% | +2.7% | -7.2% |
| 3M | -1.9% | +2.0% | -3.9% | -2.4% |
| 6M | -0.7% | -35.9% | +35.2% | +2.5% |
| YTD | +1.4% | -32.7% | +34.0% | +4.0% |
| 1Y | -19.1% | -46.6% | +27.4% | -15.3% |
| 3Y | -12.6% | -66.7% | +54.1% | -5.1% |
| 5Y | -12.7% | -82.1% | +69.5% | +0.5% |
| All | -12.7% | -82.1% | +69.5% | +0.5% |
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