+133.4%
KR vs CHTR
-44.7%
+178.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.2% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | +5.1% | -3.0% | +8.0% | +5.3% |
| 3M | -8.2% | +4.8% | -12.9% | -9.0% |
| 6M | -18.0% | -35.0% | +17.0% | -14.6% |
| YTD | -4.8% | -30.2% | +25.4% | -1.9% |
| 1Y | -11.0% | -44.8% | +33.7% | -5.9% |
| 3Y | +37.7% | -66.6% | +104.2% | +52.6% |
| 5Y | +52.8% | -81.5% | +134.3% | +82.4% |
| All | +133.4% | -44.7% | +178.1% | +131.2% |
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