-44.5%
KHC vs ECHO
+173.3%
-217.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.9% |
| 7D | -1.1% | +2.2% | -3.3% | -1.3% |
| 30D | +8.8% | +9.8% | -1.0% | +8.0% |
| 3M | -1.2% | +16.8% | -18.1% | -2.5% |
| 6M | +4.6% | -18.1% | +22.7% | +5.5% |
| YTD | +5.1% | -4.2% | +9.3% | +4.4% |
| 1Y | +6.2% | +41.2% | -35.0% | +2.5% |
| 3Y | -12.9% | +943.7% | -956.6% | -37.8% |
| 5Y | -16.8% | +277.5% | -294.3% | -30.3% |
| 10Y | -52.4% | +159.8% | -212.2% | -58.3% |
| All | -44.5% | +173.3% | -217.8% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling