+183.9%
KDP vs ECHO
+194.2%
-10.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -0.3% |
| 7D | +2.1% | +8.6% | -6.5% | +1.8% |
| 30D | +8.5% | +3.8% | +4.7% | +8.3% |
| 3M | +6.6% | -19.9% | +26.5% | +7.3% |
| 6M | +17.1% | -12.1% | +29.1% | +17.2% |
| YTD | +19.0% | -14.1% | +33.1% | +19.1% |
| 1Y | +21.8% | +15.9% | +5.9% | +20.2% |
| 3Y | +6.4% | +417.8% | -411.4% | -10.3% |
| 5Y | +5.1% | +259.3% | -254.2% | -7.8% |
| All | +183.9% | +194.2% | -10.3% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling