+111.8%
KMI vs ECHO
+274.6%
-162.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.5% | +3.4% | -3.9% | -1.0% |
| 30D | +0.9% | +2.4% | -1.5% | +0.5% |
| 3M | 0.0% | -28.0% | +27.9% | +4.2% |
| 6M | -5.7% | -21.2% | +15.5% | -3.7% |
| YTD | +17.5% | -17.4% | +34.9% | +18.4% |
| 1Y | +22.3% | +33.6% | -11.3% | +12.9% |
| 3Y | +111.9% | +419.7% | -307.7% | +24.5% |
| 5Y | +151.8% | +241.7% | -89.9% | +62.7% |
| 10Y | +138.7% | +180.8% | -42.1% | +58.1% |
| All | +111.8% | +274.6% | -162.8% | +24.5% |
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 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