+33.6%
ECHO vs KEEL
+169.0%
-135.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.3% |
| 7D | +3.4% | +7.8% | -4.4% | +2.7% |
| 30D | +2.4% | -11.7% | +14.1% | +3.1% |
| 3M | -28.0% | -41.5% | +13.5% | -25.8% |
| 6M | -21.2% | +54.9% | -76.2% | -24.2% |
| YTD | -17.4% | +47.7% | -65.0% | -20.6% |
| 1Y | +33.6% | +177.6% | -144.0% | +61.9% |
| All | +33.6% | +169.0% | -135.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling