+7,431.4%
KLAC vs ECHO
+229.4%
+7,202.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.9% |
| 7D | +10.6% | +8.6% | +2.0% | +8.5% |
| 30D | -4.5% | +3.8% | -8.3% | -5.3% |
| 3M | -10.3% | -19.9% | +9.6% | -6.0% |
| 6M | +40.9% | -12.1% | +53.0% | +43.4% |
| YTD | +56.1% | -14.1% | +70.2% | +58.5% |
| 1Y | +109.0% | +15.9% | +93.2% | +97.1% |
| 3Y | +288.8% | +417.8% | -129.0% | +94.4% |
| 5Y | +489.1% | +259.3% | +229.8% | +224.6% |
| 10Y | +3,041.8% | +192.7% | +2,849.0% | +1,674.3% |
| All | +7,431.4% | +229.4% | +7,202.0% | +2,996.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling