+240.0%
ECHO vs KMB
+211.7%
+28.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | -3.0% | +6.4% | +4.3% |
| 30D | +2.4% | -5.5% | +7.8% | +4.0% |
| 3M | -28.0% | +14.0% | -41.9% | -31.2% |
| 6M | -21.2% | +4.1% | -25.3% | -22.7% |
| YTD | -17.4% | +8.0% | -25.4% | -20.0% |
| 1Y | +33.6% | -13.7% | +47.3% | +38.1% |
| 3Y | +419.7% | -5.9% | +425.6% | +409.2% |
| 5Y | +241.7% | -8.6% | +250.3% | +234.8% |
| 10Y | +180.8% | +17.3% | +163.5% | +136.6% |
| All | +240.0% | +211.7% | +28.4% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling