+20.9%
ECHO vs KEYS
+97.6%
-76.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.5% |
| 7D | +3.7% | +3.5% | +0.2% | +2.9% |
| 30D | +0.7% | -4.5% | +5.2% | +1.7% |
| 3M | -27.3% | -0.4% | -26.9% | -27.7% |
| 6M | -17.0% | +19.1% | -36.1% | -20.5% |
| YTD | -14.3% | +66.7% | -81.0% | -24.0% |
| 1Y | +20.9% | +96.5% | -75.6% | +0.7% |
| All | +20.9% | +97.6% | -76.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling