+423.0%
ECHO vs KVUE
-9.0%
+432.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -5.1% | +8.8% | +4.7% |
| 30D | +0.7% | -6.3% | +7.0% | +1.8% |
| 3M | -27.3% | -0.5% | -26.8% | -27.4% |
| 6M | -17.0% | +3.1% | -20.1% | -17.7% |
| YTD | -14.3% | +6.7% | -21.0% | -15.8% |
| 1Y | +20.9% | -1.1% | +22.0% | +21.1% |
| 3Y | +423.0% | -8.7% | +431.7% | +409.9% |
| All | +423.0% | -9.0% | +432.0% | +409.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling