+791.8%
ECHO vs KMB
+2.8%
+789.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.1% | +5.0% |
| 7D | -2.4% | +0.5% | -2.8% | -2.3% |
| 30D | -3.1% | +12.4% | -15.5% | -2.3% |
| 3M | +8.7% | +1.0% | +7.7% | +9.0% |
| 6M | -24.8% | +12.1% | -36.9% | -23.8% |
| YTD | -13.0% | +11.6% | -24.6% | -11.9% |
| 1Y | +33.9% | +13.1% | +20.8% | +35.8% |
| 3Y | +791.8% | +1.6% | +790.2% | +764.8% |
| All | +791.8% | +2.8% | +789.0% | +764.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling