+275.3%
ECHO vs KGC
+296.2%
-20.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.2% | +6.4% |
| 7D | +3.0% | +11.1% | -8.1% | +0.8% |
| 30D | +6.7% | -3.7% | +10.4% | +7.3% |
| 3M | +12.4% | -17.2% | +29.6% | +15.9% |
| 6M | -20.4% | -27.3% | +6.9% | -16.2% |
| YTD | -6.9% | -18.5% | +11.6% | -4.4% |
| 1Y | +37.7% | -5.7% | +43.4% | +37.5% |
| 3Y | +902.9% | +336.5% | +566.4% | +640.3% |
| 5Y | +275.3% | +298.7% | -23.4% | +192.3% |
| All | +275.3% | +296.2% | -20.8% | +192.3% |
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