+2,247.0%
KLAC vs ECHO
+144.4%
+2,102.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.5% |
| 7D | +10.0% | +5.7% | +4.3% | +8.9% |
| 30D | -14.8% | +13.8% | -28.6% | -16.5% |
| 3M | -27.2% | +9.1% | -36.2% | -28.1% |
| 6M | -17.5% | -24.9% | +7.5% | -13.8% |
| YTD | +25.8% | -8.0% | +33.8% | +26.0% |
| 1Y | +31.8% | +42.9% | -11.1% | +22.5% |
| 3Y | +195.3% | +926.7% | -731.4% | +47.8% |
| 5Y | +285.9% | +230.4% | +55.6% | +172.6% |
| All | +2,247.0% | +144.4% | +2,102.6% | +1,802.2% |
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