+144.9%
ECHO vs KMX
-2.3%
+147.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +5.7% | +3.4% | +2.3% | +4.8% |
| 30D | +13.8% | +6.8% | +7.0% | +11.3% |
| 3M | +9.1% | -11.4% | +20.4% | +12.0% |
| 6M | -24.9% | +43.6% | -68.5% | -33.3% |
| YTD | -8.0% | +37.7% | -45.7% | -18.7% |
| 1Y | +42.9% | +53.0% | -10.1% | +22.2% |
| 3Y | +926.7% | -16.3% | +943.0% | +921.2% |
| 5Y | +230.4% | -64.2% | +294.6% | +302.1% |
| All | +144.9% | -2.3% | +147.2% | +108.4% |
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