+9.3%
ECHO vs KIM
+9.4%
-0.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | +5.3% | -1.0% | +6.3% | +5.3% |
| 30D | +2.4% | -1.1% | +3.5% | +2.4% |
| 3M | -21.8% | -5.3% | -16.5% | -22.2% |
| 6M | -16.9% | +3.9% | -20.8% | -17.4% |
| YTD | -16.0% | +20.3% | -36.3% | -15.5% |
| 1Y | +9.3% | +10.4% | -1.2% | +5.7% |
| All | +9.3% | +9.4% | -0.1% | +5.7% |
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