+26.2%
KLAC vs ECHO
+34.5%
-8.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.3% |
| 7D | -5.7% | +4.6% | -10.2% | -6.7% |
| 30D | -27.6% | +0.4% | -28.0% | -27.8% |
| 3M | -23.3% | +7.7% | -30.9% | -24.7% |
| 6M | -12.4% | -18.0% | +5.7% | -11.6% |
| YTD | +23.7% | -9.3% | +33.0% | +19.6% |
| 1Y | +26.2% | +34.2% | -8.0% | +13.4% |
| All | +26.2% | +34.5% | -8.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling