+907.5%
ECHO vs KIM
+65.0%
+842.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +9.1% | -0.7% | +9.8% | +9.5% |
| 30D | +7.2% | +13.4% | -6.2% | +0.5% |
| 3M | +6.1% | +6.5% | -0.5% | +2.7% |
| 6M | -24.2% | +10.6% | -34.7% | -28.9% |
| YTD | -9.7% | +29.9% | -39.6% | -23.6% |
| 1Y | +40.9% | +29.6% | +11.4% | +19.2% |
| All | +907.5% | +65.0% | +842.5% | +600.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling