+179.8%
KDP vs ECHO
+187.5%
-7.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -1.6% | +5.3% | -6.9% | -1.7% |
| 30D | +9.5% | +2.4% | +7.1% | +9.4% |
| 3M | +2.6% | -21.8% | +24.4% | +3.4% |
| 6M | +15.6% | -16.9% | +32.5% | +16.0% |
| YTD | +17.3% | -16.0% | +33.3% | +17.5% |
| 1Y | +20.1% | +9.3% | +10.8% | +18.8% |
| 3Y | +4.9% | +406.2% | -401.3% | -11.5% |
| 5Y | +5.0% | +251.0% | -246.0% | -7.8% |
| 10Y | +179.8% | +191.3% | -11.5% | +137.1% |
| All | +179.8% | +187.5% | -7.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECHO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling