+423.0%
ECHO vs KEEL
+197.5%
+225.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.0% |
| 7D | +3.7% | +2.9% | +0.8% | +3.3% |
| 30D | +0.7% | +0.8% | -0.2% | +0.2% |
| 3M | -27.3% | -35.3% | +8.0% | -24.7% |
| 6M | -17.0% | +59.4% | -76.3% | -23.5% |
| YTD | -14.3% | +51.9% | -66.2% | -21.3% |
| 1Y | +20.9% | +75.0% | -54.1% | +5.5% |
| 3Y | +423.0% | +224.5% | +198.4% | +300.1% |
| All | +423.0% | +197.5% | +225.5% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling