+287.0%
ECHO vs KIM
+74.2%
+212.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +7.5% | +14.8% | -7.3% | +3.4% |
| 3M | +16.2% | +8.1% | +8.0% | +13.6% |
| 6M | -20.9% | +11.7% | -32.5% | -23.6% |
| YTD | -6.0% | +30.7% | -36.7% | -13.0% |
| 1Y | +43.4% | +29.7% | +13.6% | +32.8% |
| 3Y | +924.0% | +65.1% | +859.0% | +793.0% |
| 5Y | +249.6% | +34.7% | +215.0% | +220.0% |
| 10Y | +151.3% | +64.1% | +87.2% | +105.4% |
| All | +287.0% | +74.2% | +212.8% | +189.1% |
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