+33.6%
ECHO vs KRMN
-25.5%
+59.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +3.4% | -12.3% | +15.7% | +7.1% |
| 30D | +2.4% | -27.5% | +29.8% | +11.6% |
| 3M | -28.0% | -26.5% | -1.5% | -22.4% |
| 6M | -21.2% | -59.6% | +38.3% | -3.4% |
| YTD | -17.4% | -45.4% | +28.0% | -2.9% |
| 1Y | +33.6% | -25.1% | +58.7% | +62.5% |
| All | +33.6% | -25.5% | +59.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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