+33.6%
ECHO vs KVYO
-39.6%
+73.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | -0.1% |
| 7D | +3.4% | -7.6% | +11.1% | +3.3% |
| 30D | +2.4% | -3.6% | +5.9% | +2.4% |
| 3M | -28.0% | +17.9% | -45.9% | -27.7% |
| 6M | -21.2% | -4.7% | -16.5% | -22.2% |
| YTD | -17.4% | -42.7% | +25.3% | -13.2% |
| 1Y | +33.6% | -40.3% | +73.8% | +38.4% |
| All | +33.6% | -39.6% | +73.2% | +38.4% |
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