+34.2%
ECHO vs KVYO
-18.3%
+52.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +4.6% | +3.9% | +0.6% | +4.6% |
| 30D | +0.4% | +27.9% | -27.5% | +0.9% |
| 3M | +7.7% | +11.8% | -4.2% | +8.1% |
| 6M | -18.0% | -4.9% | -13.1% | -18.2% |
| YTD | -9.3% | -34.2% | +24.9% | -3.6% |
| 1Y | +34.2% | -17.8% | +52.1% | +39.3% |
| All | +34.2% | -18.3% | +52.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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