+20.9%
ECHO vs KEEL
+89.9%
-69.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.0% |
| 7D | +3.7% | +2.9% | +0.8% | +3.4% |
| 30D | +0.7% | +0.8% | -0.2% | +0.3% |
| 3M | -27.3% | -35.3% | +8.0% | -25.4% |
| 6M | -17.0% | +59.4% | -76.3% | -21.2% |
| YTD | -14.3% | +51.9% | -66.2% | -18.8% |
| 1Y | +20.9% | +75.0% | -54.1% | +27.7% |
| All | +20.9% | +89.9% | -69.0% | +27.7% |
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