+259.3%
ECHO vs KGC
+450.8%
-191.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.5% |
| 7D | +8.6% | +2.4% | +6.1% | +8.0% |
| 30D | +3.8% | +9.2% | -5.5% | +1.6% |
| 3M | -19.9% | +16.7% | -36.6% | -22.8% |
| 6M | -12.1% | -7.0% | -5.1% | -11.7% |
| YTD | -14.1% | +7.5% | -21.5% | -16.2% |
| 1Y | +15.9% | +34.4% | -18.5% | +7.8% |
| 3Y | +417.8% | +552.0% | -134.1% | +258.6% |
| 5Y | +259.3% | +454.5% | -195.2% | +157.7% |
| All | +259.3% | +450.8% | -191.5% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling