+1,688.1%
KKR vs ECHO
+457.0%
+1,231.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.0% |
| 7D | -2.2% | +5.3% | -7.5% | -3.4% |
| 30D | +0.3% | +2.4% | -2.2% | -0.5% |
| 3M | +8.8% | -21.8% | +30.6% | +14.5% |
| 6M | +14.9% | -16.9% | +31.8% | +17.5% |
| YTD | -17.9% | -16.0% | -1.9% | -16.8% |
| 1Y | -23.7% | +9.3% | -33.0% | -28.2% |
| 3Y | +69.1% | +406.2% | -337.2% | -20.7% |
| 5Y | +72.6% | +251.0% | -178.4% | -8.9% |
| 10Y | +728.2% | +191.3% | +537.0% | +340.1% |
| All | +1,688.1% | +457.0% | +1,231.1% | +480.4% |
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