+192.7%
ECHO vs KMB
+15.9%
+176.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +4.3% |
| 7D | +8.6% | -2.7% | +11.3% | +9.0% |
| 30D | +3.8% | -5.0% | +8.8% | +4.5% |
| 3M | -19.9% | +6.6% | -26.5% | -20.8% |
| 6M | -12.1% | +1.0% | -13.0% | -12.4% |
| YTD | -14.1% | +6.0% | -20.0% | -15.1% |
| 1Y | +15.9% | -16.6% | +32.5% | +18.7% |
| 3Y | +417.8% | -8.6% | +426.5% | +413.9% |
| 5Y | +259.3% | -10.9% | +270.2% | +256.0% |
| 10Y | +192.7% | +16.8% | +175.9% | +187.5% |
| All | +192.7% | +15.9% | +176.9% | +187.5% |
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