+144.9%
ECHO vs KMB
+39.0%
+105.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | +5.7% | +0.9% | +4.8% | +5.6% |
| 30D | +13.8% | +10.1% | +3.7% | +12.1% |
| 3M | +9.1% | 0.0% | +9.0% | +8.8% |
| 6M | -24.9% | +15.7% | -40.6% | -26.9% |
| YTD | -8.0% | +12.6% | -20.7% | -10.1% |
| 1Y | +42.9% | +10.1% | +32.8% | +40.1% |
| 3Y | +926.7% | +2.1% | +924.5% | +896.7% |
| 5Y | +230.4% | -0.7% | +231.0% | +220.3% |
| All | +144.9% | +39.0% | +105.9% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling