+20.4%
KWEB vs CHTR
+15.9%
+4.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -0.1% |
| 7D | -5.6% | -4.1% | -1.5% | -4.8% |
| 30D | -10.7% | -3.0% | -7.7% | -10.4% |
| 3M | -7.4% | +4.8% | -12.2% | -9.2% |
| 6M | -19.3% | -35.0% | +15.7% | -13.6% |
| YTD | -27.8% | -30.2% | +2.4% | -24.4% |
| 1Y | -35.9% | -44.8% | +8.8% | -29.2% |
| 3Y | -1.9% | -66.6% | +64.6% | +18.3% |
| 5Y | -43.2% | -81.5% | +38.3% | -20.1% |
| 10Y | -21.2% | -44.8% | +23.6% | -21.3% |
| All | +20.4% | +15.9% | +4.5% | -3.5% |
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