+33.6%
ECHO vs KMX
+5.0%
+28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | +2.4% | +11.7% | -9.3% | +0.6% |
| 3M | -28.0% | +34.9% | -62.8% | -31.0% |
| 6M | -21.2% | +50.3% | -71.5% | -26.5% |
| YTD | -17.4% | +63.8% | -81.2% | -24.1% |
| 1Y | +33.6% | +3.8% | +29.8% | +27.6% |
| All | +33.6% | +5.0% | +28.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling