+258.3%
ECHO vs KEY
+63.0%
+195.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -3.1% | +5.1% | -8.3% | -4.4% |
| 3M | +8.7% | -7.1% | +15.8% | +10.7% |
| 6M | -24.8% | -4.4% | -20.4% | -24.1% |
| YTD | -13.0% | +4.0% | -17.0% | -14.3% |
| 1Y | +33.9% | +23.4% | +10.5% | +26.3% |
| 3Y | +791.8% | +113.9% | +677.9% | +633.2% |
| 5Y | +261.7% | +12.3% | +249.4% | +235.6% |
| 10Y | +157.3% | +125.5% | +31.8% | +97.9% |
| All | +258.3% | +63.0% | +195.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 all: compounded portfolio wealth divided by compounded KEY 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…
all analysis · Full analysis span regression · 6 months rolling