+67.6%
KKR vs ECHO
+253.4%
-185.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -8.1% | +2.3% | -10.4% | -8.4% |
| 30D | -9.1% | +4.4% | -13.5% | -9.7% |
| 3M | +6.4% | -20.3% | +26.7% | +9.3% |
| 6M | +12.6% | -15.3% | +27.9% | +13.8% |
| YTD | -20.4% | -15.5% | -4.9% | -19.8% |
| 1Y | -27.1% | +15.0% | -42.0% | -29.9% |
| 3Y | +63.8% | +409.1% | -345.3% | +10.9% |
| 5Y | +67.6% | +260.6% | -193.0% | +25.8% |
| All | +67.6% | +253.4% | -185.8% | +25.8% |
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