+91.0%
KLAC vs ECHO
+10.0%
+81.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +2.5% | +2.3% | +0.2% | +1.9% |
| 30D | -11.5% | +4.4% | -15.9% | -12.3% |
| 3M | -16.9% | -20.3% | +3.4% | -14.7% |
| 6M | +22.2% | -15.3% | +37.6% | +23.8% |
| YTD | +46.4% | -15.5% | +61.9% | +44.7% |
| 1Y | +91.0% | +15.0% | +76.0% | +75.5% |
| All | +91.0% | +10.0% | +81.0% | +75.5% |
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