+1,117.5%
KDP vs ECHO
+253.1%
+864.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +3.4% | -2.1% | +1.0% |
| 30D | +6.0% | +2.4% | +3.6% | +5.8% |
| 3M | +9.2% | -28.0% | +37.1% | +11.6% |
| 6M | +14.7% | -21.2% | +35.9% | +16.0% |
| YTD | +19.2% | -17.4% | +36.6% | +19.7% |
| 1Y | +15.2% | +33.6% | -18.4% | +10.6% |
| 3Y | +6.0% | +419.7% | -413.7% | -21.3% |
| 5Y | +5.4% | +241.7% | -236.3% | -17.3% |
| 10Y | +171.9% | +180.8% | -8.9% | +110.9% |
| All | +1,117.5% | +253.1% | +864.4% | +682.9% |
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