+234.6%
ECHO vs KMX
-64.6%
+299.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +5.7% | +3.4% | +2.3% | +4.9% |
| 30D | +13.8% | +6.8% | +7.0% | +11.5% |
| 3M | +9.1% | -11.4% | +20.4% | +11.8% |
| 6M | -24.9% | +43.6% | -68.5% | -32.8% |
| YTD | -8.0% | +37.7% | -45.7% | -18.2% |
| 1Y | +42.9% | +53.0% | -10.1% | +23.1% |
| 3Y | +926.7% | -16.3% | +943.0% | +936.1% |
| All | +234.6% | -64.6% | +299.1% | +304.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling