-54.3%
KHC vs ECHO
+187.5%
-241.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.0% |
| 7D | -4.8% | +5.3% | -10.1% | -5.1% |
| 30D | +0.3% | +2.4% | -2.1% | +0.1% |
| 3M | +6.7% | -21.8% | +28.5% | +8.1% |
| 6M | +4.2% | -16.9% | +21.1% | +4.9% |
| YTD | +6.7% | -16.0% | +22.7% | +7.1% |
| 1Y | -1.4% | +9.3% | -10.7% | -2.9% |
| 3Y | -11.8% | +406.2% | -418.0% | -28.5% |
| 5Y | -13.4% | +251.0% | -264.3% | -26.3% |
| 10Y | -54.3% | +191.3% | -245.5% | -58.3% |
| All | -54.3% | +187.5% | -241.8% | -58.3% |
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