+129.5%
KMI vs CHTR
-44.7%
+174.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | -1.7% | -4.1% | +2.4% | -1.1% |
| 30D | -2.7% | -3.0% | +0.2% | -2.6% |
| 3M | -0.7% | +4.8% | -5.4% | -2.4% |
| 6M | -5.0% | -35.0% | +30.1% | +1.0% |
| YTD | +15.5% | -30.2% | +45.6% | +20.3% |
| 1Y | +16.4% | -44.8% | +61.2% | +27.4% |
| 3Y | +114.2% | -66.6% | +180.7% | +155.3% |
| 5Y | +153.3% | -81.5% | +234.7% | +250.8% |
| All | +129.5% | -44.7% | +174.3% | +135.9% |
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