+188.4%
ECHO vs KGC
+692.5%
-504.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.0% |
| 7D | +2.3% | -8.4% | +10.7% | +3.1% |
| 30D | +4.4% | +6.3% | -1.9% | +3.7% |
| 3M | -20.3% | +22.4% | -42.7% | -21.9% |
| 6M | -15.3% | -11.4% | -3.9% | -14.9% |
| YTD | -15.5% | +3.1% | -18.6% | -16.0% |
| 1Y | +15.0% | +26.6% | -11.6% | +12.4% |
| 3Y | +409.1% | +525.6% | -116.4% | +352.7% |
| 5Y | +260.6% | +451.7% | -191.0% | +218.4% |
| All | +188.4% | +692.5% | -504.1% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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