+192.5%
ECHO vs KEYS
+1,049.9%
-857.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.1% |
| 7D | +3.7% | +3.5% | +0.2% | +2.4% |
| 30D | +0.7% | -4.5% | +5.2% | +2.3% |
| 3M | -27.3% | -0.4% | -26.9% | -27.8% |
| 6M | -17.0% | +19.1% | -36.1% | -23.3% |
| YTD | -14.3% | +66.7% | -81.0% | -31.5% |
| 1Y | +20.9% | +96.5% | -75.6% | -10.0% |
| 3Y | +423.0% | +155.2% | +267.8% | +251.1% |
| 5Y | +265.7% | +88.0% | +177.7% | +164.2% |
| All | +192.5% | +1,049.9% | -857.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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