+423.0%
ECHO vs KEYS
+154.3%
+268.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.4% |
| 7D | +3.7% | +3.5% | +0.2% | +2.2% |
| 30D | +0.7% | -4.5% | +5.2% | +2.6% |
| 3M | -27.3% | -0.4% | -26.9% | -28.0% |
| 6M | -17.0% | +19.1% | -36.1% | -25.1% |
| YTD | -14.3% | +66.7% | -81.0% | -36.9% |
| 1Y | +20.9% | +96.5% | -75.6% | -20.3% |
| 3Y | +423.0% | +155.2% | +267.8% | +137.7% |
| All | +423.0% | +154.3% | +268.6% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling