+14.8%
KRE vs CHTR
-39.8%
+54.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.1% | +7.0% | -0.4% |
| 7D | -1.1% | -15.8% | +14.7% | +0.5% |
| 30D | -3.4% | -12.7% | +9.3% | -2.3% |
| 3M | +3.7% | -1.1% | +4.8% | +3.5% |
| All | +14.8% | -39.8% | +54.6% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling