+7,296.7%
KLAC vs ECHO
+216.6%
+7,080.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | +3.4% | +2.3% | +4.9% |
| 30D | -3.6% | +2.4% | -6.0% | -4.1% |
| 3M | -12.8% | -28.0% | +15.1% | -6.4% |
| 6M | +26.1% | -21.2% | +47.3% | +31.6% |
| YTD | +53.3% | -17.4% | +70.7% | +57.0% |
| 1Y | +113.7% | +33.6% | +80.1% | +94.2% |
| 3Y | +274.9% | +419.7% | -144.8% | +85.9% |
| 5Y | +470.1% | +241.7% | +228.4% | +218.3% |
| 10Y | +2,997.0% | +180.8% | +2,816.3% | +1,666.3% |
| All | +7,296.7% | +216.6% | +7,080.1% | +2,968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling