+34.2%
ECHO vs KEEL
-45.0%
+79.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.9% | -2.7% |
| 7D | +4.6% | -13.6% | +18.2% | +6.5% |
| 30D | +0.4% | -39.1% | +39.5% | +7.1% |
| 3M | +7.7% | -48.9% | +56.6% | +16.5% |
| 6M | -18.0% | -35.4% | +17.3% | -15.1% |
| YTD | -9.3% | -10.6% | +1.4% | -11.1% |
| 1Y | +34.2% | -45.3% | +79.5% | +36.4% |
| All | +34.2% | -45.0% | +79.2% | +36.4% |
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