+1,278.3%
KDP vs ECHO
+272.1%
+1,006.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.1% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | +19.9% | -3.1% | +23.1% | +20.0% |
| 3M | +21.5% | +8.7% | +12.8% | +20.4% |
| 6M | +30.1% | -24.8% | +54.9% | +32.1% |
| YTD | +34.9% | -13.0% | +47.9% | +34.7% |
| 1Y | +43.4% | +33.9% | +9.5% | +37.9% |
| 3Y | +29.1% | +791.8% | -762.7% | -11.4% |
| 5Y | +15.0% | +261.7% | -246.7% | -10.3% |
| 10Y | +234.1% | +157.3% | +76.8% | +165.6% |
| All | +1,278.3% | +272.1% | +1,006.3% | +780.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling