+378.7%
KRE vs CHTR
+316.5%
+62.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | -1.8% | -4.1% | +2.3% | -0.8% |
| 30D | -4.5% | -3.0% | -1.5% | -4.2% |
| 3M | +2.7% | +4.8% | -2.0% | 0.0% |
| 6M | +16.9% | -35.0% | +51.9% | +28.3% |
| YTD | +15.4% | -30.2% | +45.5% | +23.1% |
| 1Y | +16.1% | -44.8% | +60.8% | +33.1% |
| 3Y | +85.7% | -66.6% | +152.3% | +140.4% |
| 5Y | +33.3% | -81.5% | +114.7% | +103.8% |
| 10Y | +123.3% | -44.8% | +168.1% | +127.7% |
| All | +378.7% | +316.5% | +62.2% | +113.4% |
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