+115.7%
KMI vs ECHO
+289.7%
-174.0%
-72.7%
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% | +1.3% |
| 7D | -0.4% | +8.6% | -9.0% | -1.6% |
| 30D | +3.7% | +3.8% | -0.1% | +3.0% |
| 3M | +3.2% | -19.9% | +23.1% | +5.9% |
| 6M | -3.0% | -12.1% | +9.1% | -2.6% |
| YTD | +19.7% | -14.1% | +33.7% | +19.9% |
| 1Y | +25.6% | +15.9% | +9.8% | +19.2% |
| 3Y | +120.2% | +417.8% | -297.6% | +30.6% |
| 5Y | +160.5% | +259.3% | -98.8% | +66.6% |
| 10Y | +134.8% | +192.7% | -57.9% | +54.6% |
| All | +115.7% | +289.7% | -174.0% | +26.1% |
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