+151.6%
ECHO vs KEYS
+1,067.2%
-915.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +4.4% | -5.3% | +9.7% | +6.4% |
| 3M | -20.3% | +0.5% | -20.8% | -21.0% |
| 6M | -15.3% | +14.0% | -29.4% | -20.5% |
| YTD | -15.5% | +60.3% | -75.8% | -31.3% |
| 1Y | +15.0% | +91.3% | -76.4% | -13.3% |
| 3Y | +409.1% | +146.1% | +263.0% | +247.9% |
| 5Y | +260.6% | +80.8% | +179.8% | +166.1% |
| 10Y | +193.0% | +1,002.8% | -809.8% | +11.3% |
| All | +151.6% | +1,067.2% | -915.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling