+188.4%
ECHO vs KMX
+10.2%
+178.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.3% | -3.4% | +5.7% | +3.2% |
| 30D | +4.4% | +4.0% | +0.4% | +3.1% |
| 3M | -20.3% | +24.8% | -45.1% | -25.5% |
| 6M | -15.3% | +43.6% | -59.0% | -25.0% |
| YTD | -15.5% | +56.6% | -72.1% | -27.5% |
| 1Y | +15.0% | +2.2% | +12.7% | +9.6% |
| 3Y | +409.1% | -25.4% | +434.6% | +424.1% |
| 5Y | +260.6% | -55.0% | +315.6% | +309.6% |
| All | +188.4% | +10.2% | +178.2% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling