+195.3%
KLAC vs ECHO
+900.0%
-704.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.4% |
| 7D | +10.0% | +5.7% | +4.3% | +9.4% |
| 30D | -14.8% | +13.8% | -28.6% | -15.7% |
| 3M | -27.2% | +9.1% | -36.2% | -27.7% |
| 6M | -17.5% | -24.9% | +7.5% | -16.0% |
| YTD | +25.8% | -8.0% | +33.8% | +25.8% |
| 1Y | +31.8% | +42.9% | -11.1% | +28.0% |
| 3Y | +195.3% | +926.7% | -731.4% | +141.9% |
| All | +195.3% | +900.0% | -704.7% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling