-10.1%
KHC vs ECHO
+388.0%
-398.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +3.4% | -5.2% | -1.8% |
| 30D | -1.9% | +2.4% | -4.2% | -1.9% |
| 3M | +14.4% | -28.0% | +42.3% | +14.7% |
| 6M | +8.7% | -21.2% | +30.0% | +8.9% |
| YTD | +7.8% | -17.4% | +25.2% | +7.9% |
| 1Y | -1.5% | +33.6% | -35.1% | -1.7% |
| All | -10.1% | +388.0% | -398.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling