+159.0%
ECHO vs KMB
+41.7%
+117.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.2% | +3.7% | +6.6% |
| 7D | +3.0% | +3.4% | -0.4% | +2.5% |
| 30D | +6.7% | +14.7% | -8.0% | +4.5% |
| 3M | +12.4% | +3.3% | +9.1% | +11.7% |
| 6M | -20.4% | +16.8% | -37.2% | -22.5% |
| YTD | -6.9% | +15.2% | -22.1% | -9.3% |
| 1Y | +37.7% | +13.3% | +24.4% | +34.5% |
| 3Y | +902.9% | +5.4% | +897.4% | +869.2% |
| 5Y | +275.3% | +2.7% | +272.6% | +262.2% |
| 10Y | +159.0% | +38.7% | +120.4% | +146.9% |
| All | +159.0% | +41.7% | +117.3% | +146.9% |
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