+696.7%
KKR vs ECHO
+197.5%
+499.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -6.2% | +3.7% | -9.9% | -6.9% |
| 30D | -8.9% | +0.7% | -9.5% | -9.0% |
| 3M | +6.3% | -27.3% | +33.6% | +12.5% |
| 6M | +16.5% | -17.0% | +33.4% | +18.7% |
| YTD | -20.3% | -14.3% | -5.9% | -19.7% |
| 1Y | -29.8% | +20.9% | -50.7% | -34.4% |
| 3Y | +63.2% | +423.0% | -359.8% | -10.8% |
| 5Y | +68.0% | +265.7% | -197.7% | +1.8% |
| All | +696.7% | +197.5% | +499.2% | +442.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling