+118.0%
KMI vs ECHO
+405.9%
-288.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.7% |
| 7D | -1.8% | +5.3% | -7.1% | -1.9% |
| 30D | +0.1% | +2.4% | -2.4% | 0.0% |
| 3M | +1.2% | -21.8% | +23.0% | +1.8% |
| 6M | -3.9% | -16.9% | +13.0% | -3.6% |
| YTD | +17.5% | -16.0% | +33.5% | +17.7% |
| 1Y | +22.6% | +9.3% | +13.4% | +21.3% |
| All | +118.0% | +405.9% | -288.0% | +95.7% |
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