+247.8%
ECHO vs KNX
+508.8%
-261.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +4.4% | +1.0% | +3.4% | +4.0% |
| 3M | -20.3% | -12.6% | -7.7% | -17.0% |
| 6M | -15.3% | +21.1% | -36.4% | -20.7% |
| YTD | -15.5% | +33.2% | -48.7% | -23.4% |
| 1Y | +15.0% | +67.8% | -52.8% | -3.7% |
| 3Y | +409.1% | +37.3% | +371.8% | +349.1% |
| 5Y | +260.6% | +41.1% | +219.5% | +210.3% |
| 10Y | +193.0% | +170.6% | +22.3% | +93.8% |
| All | +247.8% | +508.8% | -261.0% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling