-43.1%
KHC vs ECHO
+135.6%
-178.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +3.4% | -5.2% | -2.0% |
| 30D | -1.9% | +2.4% | -4.2% | -2.1% |
| 3M | +14.4% | -28.0% | +42.3% | +16.7% |
| 6M | +8.7% | -21.2% | +30.0% | +9.9% |
| YTD | +7.8% | -17.4% | +25.2% | +8.4% |
| 1Y | -1.5% | +33.6% | -35.1% | -4.7% |
| 3Y | -9.9% | +419.7% | -429.5% | -29.2% |
| 5Y | -10.7% | +241.7% | -252.4% | -25.4% |
| 10Y | -55.7% | +180.8% | -236.5% | -63.2% |
| All | -43.1% | +135.6% | -178.8% | -47.6% |
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