+240.0%
ECHO vs KIM
+60.5%
+179.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +2.4% | -4.0% | +6.3% | +3.4% |
| 3M | -28.0% | +0.5% | -28.5% | -28.3% |
| 6M | -21.2% | +3.6% | -24.9% | -22.2% |
| YTD | -17.4% | +20.4% | -37.8% | -21.8% |
| 1Y | +33.6% | +9.7% | +23.9% | +29.5% |
| 3Y | +419.7% | +46.0% | +373.7% | +370.0% |
| 5Y | +241.7% | +34.4% | +207.3% | +213.8% |
| 10Y | +180.8% | +29.3% | +151.5% | +142.2% |
| All | +240.0% | +60.5% | +179.5% | +160.0% |
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