-13.5%
KHC vs ECHO
+255.2%
-268.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.1% |
| 7D | -2.2% | +8.6% | -10.8% | -2.4% |
| 30D | -0.1% | +3.8% | -3.8% | -0.2% |
| 3M | +8.3% | -19.9% | +28.2% | +8.7% |
| 6M | +5.0% | -12.1% | +17.0% | +5.1% |
| YTD | +8.0% | -14.1% | +22.1% | +8.1% |
| 1Y | -1.1% | +15.9% | -17.0% | -1.6% |
| 3Y | -10.7% | +417.8% | -428.6% | -15.3% |
| 5Y | -13.5% | +259.3% | -272.8% | -15.7% |
| All | -13.5% | +255.2% | -268.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling