+34.2%
ECHO vs KIM
+33.1%
+1.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -2.5% |
| 7D | +4.6% | +10.6% | -6.0% | +6.6% |
| 30D | +0.4% | +17.5% | -17.1% | +3.4% |
| 3M | +7.7% | +4.7% | +3.0% | +9.6% |
| 6M | -18.0% | +13.1% | -31.2% | -16.5% |
| YTD | -9.3% | +32.1% | -41.3% | -3.9% |
| 1Y | +34.2% | +32.7% | +1.6% | +41.6% |
| All | +34.2% | +33.1% | +1.1% | +41.6% |
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