+34.2%
ECHO vs KNX
+45.0%
-10.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | +4.6% | +2.5% | +2.1% | +3.6% |
| 30D | +0.4% | -4.4% | +4.8% | +2.1% |
| 3M | +7.7% | -12.7% | +20.3% | +13.4% |
| 6M | -18.0% | +0.9% | -18.9% | -18.6% |
| YTD | -9.3% | +20.3% | -29.6% | -17.2% |
| 1Y | +34.2% | +40.9% | -6.7% | +13.4% |
| All | +34.2% | +45.0% | -10.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling