+294.4%
ECHO vs KIM
+74.6%
+219.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.2% | +2.8% | -0.6% | +1.4% |
| 30D | +9.8% | +15.9% | -6.1% | +5.5% |
| 3M | +16.8% | +7.8% | +9.1% | +14.3% |
| 6M | -18.1% | +11.9% | -30.0% | -20.9% |
| YTD | -4.2% | +31.0% | -35.2% | -11.4% |
| 1Y | +41.2% | +32.3% | +8.9% | +30.1% |
| 3Y | +943.7% | +65.5% | +878.2% | +809.6% |
| 5Y | +277.5% | +37.2% | +240.3% | +244.0% |
| 10Y | +159.8% | +63.9% | +95.9% | +112.3% |
| All | +294.4% | +74.6% | +219.8% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling