+253.7%
ECHO vs KMX
+204.7%
+49.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +5.2% |
| 7D | +8.6% | -0.7% | +9.3% | +8.7% |
| 30D | +3.8% | +4.1% | -0.4% | +2.4% |
| 3M | -19.9% | +27.5% | -47.4% | -25.6% |
| 6M | -12.1% | +43.6% | -55.6% | -22.1% |
| YTD | -14.1% | +56.8% | -70.8% | -26.2% |
| 1Y | +15.9% | -1.3% | +17.2% | +11.4% |
| 3Y | +417.8% | -25.4% | +443.2% | +430.8% |
| 5Y | +259.3% | -53.9% | +313.2% | +301.3% |
| 10Y | +192.7% | +0.7% | +192.1% | +145.1% |
| All | +253.7% | +204.7% | +49.1% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling