+20.9%
ECHO vs KVUE
+1.1%
+19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -5.1% | +8.8% | +4.2% |
| 30D | +0.7% | -6.3% | +7.0% | +1.3% |
| 3M | -27.3% | -0.5% | -26.8% | -27.4% |
| 6M | -17.0% | +3.1% | -20.1% | -17.3% |
| YTD | -14.3% | +6.7% | -21.0% | -15.2% |
| 1Y | +20.9% | -1.1% | +22.0% | +19.0% |
| All | +20.9% | +1.1% | +19.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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