+33.6%
ECHO vs KIM
+9.1%
+24.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.3% |
| 30D | +2.4% | -5.1% | +7.5% | +1.5% |
| 3M | -28.0% | -0.6% | -27.3% | -28.2% |
| 6M | -21.2% | +2.4% | -23.6% | -21.3% |
| YTD | -17.4% | +19.0% | -36.4% | -14.1% |
| 1Y | +33.6% | +8.4% | +25.2% | +23.8% |
| All | +33.6% | +9.1% | +24.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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