+82.6%
KO vs CHTR
-81.7%
+164.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | +0.2% | -4.1% | +4.3% | +0.6% |
| 30D | +1.8% | -3.0% | +4.8% | +1.9% |
| 3M | +7.7% | +4.8% | +2.9% | +6.9% |
| 6M | +15.3% | -35.0% | +50.3% | +18.1% |
| YTD | +28.0% | -30.2% | +58.2% | +30.0% |
| 1Y | +34.3% | -44.8% | +79.0% | +39.4% |
| 3Y | +63.8% | -66.6% | +130.3% | +76.4% |
| All | +82.6% | -81.7% | +164.2% | +98.7% |
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