+9.3%
ECHO vs KGC
+33.7%
-24.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +2.4% | +10.5% | -8.0% | -0.6% |
| 3M | -21.8% | +19.8% | -41.6% | -26.0% |
| 6M | -16.9% | -6.7% | -10.2% | -17.2% |
| YTD | -16.0% | +7.8% | -23.8% | -17.3% |
| 1Y | +9.3% | +35.7% | -26.4% | +0.4% |
| All | +9.3% | +33.7% | -24.4% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling