+33.6%
ECHO vs KMB
-14.3%
+47.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +3.4% | -4.2% | +7.6% | +3.5% |
| 30D | +2.4% | -6.6% | +9.0% | +2.5% |
| 3M | -28.0% | +12.6% | -40.6% | -28.3% |
| 6M | -21.2% | +2.9% | -24.1% | -20.9% |
| YTD | -17.4% | +6.8% | -24.2% | -17.2% |
| 1Y | +33.6% | -14.8% | +48.4% | +44.7% |
| All | +33.6% | -14.3% | +47.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling