+52.0%
KR vs CHTR
-81.7%
+133.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.3% |
| 7D | -0.2% | -4.1% | +3.9% | +0.2% |
| 30D | +5.1% | -3.0% | +8.0% | +5.2% |
| 3M | -8.2% | +4.8% | -12.9% | -8.9% |
| 6M | -18.0% | -35.0% | +17.0% | -15.2% |
| YTD | -4.8% | -30.2% | +25.4% | -2.3% |
| 1Y | -11.0% | -44.8% | +33.7% | -6.7% |
| 3Y | +37.7% | -66.6% | +104.2% | +49.8% |
| All | +52.0% | -81.7% | +133.7% | +75.3% |
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