+1,290.0%
KDP vs ECHO
+297.9%
+992.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | +0.3% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +16.3% | +6.7% | +9.6% | +15.5% |
| 3M | +24.0% | +12.4% | +11.6% | +22.6% |
| 6M | +30.0% | -20.4% | +50.4% | +31.4% |
| YTD | +36.1% | -6.9% | +43.0% | +35.1% |
| 1Y | +46.8% | +37.7% | +9.1% | +40.9% |
| 3Y | +30.5% | +902.9% | -872.4% | -11.6% |
| 5Y | +17.9% | +275.3% | -257.4% | -7.9% |
| 10Y | +239.3% | +159.0% | +80.3% | +171.9% |
| All | +1,290.0% | +297.9% | +992.1% | +783.8% |
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