-42.1%
KWEB vs CHTR
-81.7%
+39.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.1% |
| 7D | -5.6% | -4.1% | -1.5% | -5.0% |
| 30D | -10.7% | -3.0% | -7.7% | -10.5% |
| 3M | -7.4% | +4.8% | -12.2% | -8.6% |
| 6M | -19.3% | -35.0% | +15.7% | -15.3% |
| YTD | -27.8% | -30.2% | +2.4% | -25.5% |
| 1Y | -35.9% | -44.8% | +8.8% | -31.0% |
| 3Y | -1.9% | -66.6% | +64.6% | +15.0% |
| All | -42.1% | -81.7% | +39.6% | -22.1% |
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