+259.3%
ECHO vs KIM
+37.7%
+221.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.7% |
| 7D | +8.6% | -0.3% | +8.9% | +8.8% |
| 30D | +3.8% | -1.7% | +5.5% | +4.7% |
| 3M | -19.9% | -0.8% | -19.1% | -20.0% |
| 6M | -12.1% | +4.4% | -16.5% | -14.9% |
| YTD | -14.1% | +21.2% | -35.3% | -24.2% |
| 1Y | +15.9% | +10.5% | +5.3% | +7.7% |
| 3Y | +417.8% | +47.5% | +370.4% | +302.7% |
| 5Y | +259.3% | +37.1% | +222.2% | +195.3% |
| All | +259.3% | +37.7% | +221.6% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling