+16.2%
KDP vs ECHO
+227.9%
-211.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | -0.8% | +5.7% | -6.5% | -0.8% |
| 30D | +9.7% | +13.8% | -4.1% | +9.7% |
| 3M | +17.6% | +9.1% | +8.5% | +17.6% |
| 6M | +25.8% | -24.9% | +50.7% | +25.9% |
| YTD | +33.9% | -8.0% | +41.9% | +33.8% |
| 1Y | +38.9% | +42.9% | -4.0% | +38.5% |
| 3Y | +26.8% | +926.7% | -899.9% | +12.2% |
| All | +16.2% | +227.9% | -211.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling