+197.0%
ECHO vs KEEL
+294.5%
-97.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.2% |
| 7D | +3.7% | +2.9% | +0.8% | +3.5% |
| 30D | +0.7% | +0.8% | -0.2% | +0.5% |
| 3M | -27.3% | -35.3% | +8.0% | -26.0% |
| 6M | -17.0% | +59.4% | -76.3% | -20.2% |
| YTD | -14.3% | +51.9% | -66.2% | -17.7% |
| 1Y | +20.9% | +75.0% | -54.1% | +13.7% |
| 3Y | +423.0% | +224.5% | +198.4% | +363.3% |
| 5Y | +265.7% | -35.9% | +301.6% | +230.2% |
| All | +197.0% | +294.5% | -97.5% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling