-49.9%
KHC vs ECHO
+144.4%
-194.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | +2.0% | +5.7% | -3.7% | +1.7% |
| 30D | +10.6% | +13.8% | -3.2% | +9.6% |
| 3M | +0.5% | +9.1% | -8.6% | -0.2% |
| 6M | +12.1% | -24.9% | +37.0% | +13.5% |
| YTD | +8.9% | -8.0% | +16.9% | +8.5% |
| 1Y | +7.5% | +42.9% | -35.4% | +4.0% |
| 3Y | -10.7% | +926.7% | -937.4% | -34.6% |
| 5Y | -13.2% | +230.4% | -243.5% | -23.6% |
| All | -49.9% | +144.4% | -194.3% | -52.7% |
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