+423.0%
ECHO vs KTOS
+216.1%
+206.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | -2.4% | +6.1% | +4.3% |
| 30D | +0.7% | -26.8% | +27.5% | +8.2% |
| 3M | -27.3% | -20.6% | -6.7% | -23.8% |
| 6M | -17.0% | -47.5% | +30.5% | -6.2% |
| YTD | -14.3% | -38.5% | +24.2% | -7.3% |
| 1Y | +20.9% | -31.0% | +51.9% | +26.1% |
| 3Y | +423.0% | +216.5% | +206.4% | +269.7% |
| All | +423.0% | +216.1% | +206.9% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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