+412.7%
ECHO vs KMX
-26.3%
+439.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +5.3% | -1.9% | +7.2% | +5.8% |
| 30D | +2.4% | +2.6% | -0.1% | +1.5% |
| 3M | -21.8% | +25.6% | -47.4% | -27.2% |
| 6M | -16.9% | +41.9% | -58.8% | -26.6% |
| YTD | -16.0% | +56.0% | -72.0% | -28.8% |
| 1Y | +9.3% | -1.8% | +11.0% | +7.7% |
| All | +412.7% | -26.3% | +439.1% | +399.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling