+423.0%
ECHO vs KNX
+34.6%
+388.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.1% |
| 7D | +3.7% | -5.6% | +9.3% | +6.4% |
| 30D | +0.7% | -4.4% | +5.1% | +2.5% |
| 3M | -27.3% | -17.3% | -10.0% | -21.2% |
| 6M | -17.0% | +22.6% | -39.6% | -24.8% |
| YTD | -14.3% | +31.1% | -45.5% | -25.3% |
| 1Y | +20.9% | +60.2% | -39.3% | -5.1% |
| 3Y | +423.0% | +35.8% | +387.2% | +356.1% |
| All | +423.0% | +34.6% | +388.4% | +356.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling