+258.3%
ECHO vs KMB
+222.0%
+36.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.1% | +5.7% |
| 7D | -2.4% | +0.5% | -2.8% | -2.7% |
| 30D | -3.1% | +12.4% | -15.5% | -6.9% |
| 3M | +8.7% | +1.0% | +7.7% | +7.7% |
| 6M | -24.8% | +12.1% | -36.9% | -28.2% |
| YTD | -13.0% | +11.6% | -24.6% | -16.9% |
| 1Y | +33.9% | +13.1% | +20.8% | +27.1% |
| 3Y | +791.8% | +1.6% | +790.2% | +748.7% |
| 5Y | +261.7% | -0.3% | +262.0% | +241.9% |
| 10Y | +157.3% | +37.9% | +119.4% | +99.8% |
| All | +258.3% | +222.0% | +36.3% | +52.5% |
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 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