+108.8%
KMI vs CHTR
+205.2%
-96.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.4% | -2.5% |
| 7D | -2.1% | -7.1% | +5.1% | -0.6% |
| 30D | -1.7% | -10.9% | +9.2% | +0.3% |
| 3M | -1.9% | +2.0% | -3.9% | -3.4% |
| 6M | -4.3% | -35.9% | +31.6% | +2.7% |
| YTD | +15.8% | -32.7% | +48.5% | +22.3% |
| 1Y | +17.6% | -46.6% | +64.1% | +30.9% |
| 3Y | +113.1% | -66.7% | +179.8% | +157.6% |
| 5Y | +154.0% | -82.1% | +236.1% | +258.4% |
| 10Y | +133.1% | -46.8% | +179.9% | +127.9% |
| All | +108.8% | +205.2% | -96.4% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling