+470.4%
ECHO vs KVUE
-20.6%
+491.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.6% |
| 7D | +5.3% | -7.2% | +12.6% | +6.7% |
| 30D | +2.4% | -5.7% | +8.1% | +3.4% |
| 3M | -21.8% | +0.2% | -22.0% | -22.0% |
| 6M | -16.9% | 0.0% | -16.9% | -17.1% |
| YTD | -16.0% | +6.5% | -22.5% | -17.3% |
| 1Y | +9.3% | -1.4% | +10.7% | +9.4% |
| 3Y | +406.2% | -5.6% | +411.8% | +395.2% |
| All | +470.4% | -20.6% | +491.0% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling