+417.8%
ECHO vs KGC
+556.1%
-138.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.6% |
| 7D | +8.6% | +2.4% | +6.1% | +7.9% |
| 30D | +3.8% | +9.2% | -5.5% | +1.3% |
| 3M | -19.9% | +16.7% | -36.6% | -23.2% |
| 6M | -12.1% | -7.0% | -5.1% | -11.8% |
| YTD | -14.1% | +7.5% | -21.5% | -16.4% |
| 1Y | +15.9% | +34.4% | -18.5% | +7.3% |
| 3Y | +417.8% | +552.0% | -134.1% | +220.9% |
| All | +417.8% | +556.1% | -138.2% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling