+404.8%
ECHO vs KVYO
-55.5%
+460.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +3.7% | -12.1% | +15.8% | +5.0% |
| 30D | +0.7% | -5.2% | +5.9% | +0.9% |
| 3M | -27.3% | +14.5% | -41.8% | -29.1% |
| 6M | -17.0% | -17.6% | +0.7% | -17.9% |
| YTD | -14.3% | -49.6% | +35.3% | -7.9% |
| 1Y | +20.9% | -48.6% | +69.5% | +28.5% |
| All | +404.8% | -55.5% | +460.3% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling