-14.8%
KHC vs ECHO
+260.3%
-275.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -2.9% |
| 7D | +1.1% | -2.4% | +3.5% | +1.1% |
| 30D | +12.0% | -3.1% | +15.1% | +12.0% |
| 3M | +0.2% | +8.7% | -8.5% | 0.0% |
| 6M | +10.3% | -24.8% | +35.1% | +10.8% |
| YTD | +6.7% | -13.0% | +19.7% | +6.8% |
| 1Y | +10.9% | +33.9% | -23.1% | +10.1% |
| 3Y | -12.6% | +791.8% | -804.4% | -19.2% |
| All | -14.8% | +260.3% | -275.2% | -16.8% |
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 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