+287.0%
ECHO vs KGC
+32.5%
+254.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +7.5% | -8.8% | +16.3% | +8.2% |
| 3M | +16.2% | -21.1% | +37.2% | +18.2% |
| 6M | -20.9% | -32.3% | +11.5% | -18.5% |
| YTD | -6.0% | -23.5% | +17.5% | -4.3% |
| 1Y | +43.4% | -15.0% | +58.3% | +44.6% |
| 3Y | +924.0% | +327.5% | +596.5% | +807.4% |
| 5Y | +249.6% | +244.3% | +5.4% | +210.5% |
| 10Y | +151.3% | +634.8% | -483.5% | +105.1% |
| All | +287.0% | +32.5% | +254.5% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling