+117.2%
KMI vs ECHO
+317.2%
-199.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +6.5% | +5.7% | +0.9% | +5.6% |
| 30D | -3.4% | +13.8% | -17.3% | -5.4% |
| 3M | +0.4% | +9.1% | -8.7% | -1.2% |
| 6M | -0.9% | -24.9% | +24.0% | +2.2% |
| YTD | +20.5% | -8.0% | +28.5% | +19.2% |
| 1Y | +23.2% | +42.9% | -19.7% | +13.0% |
| 3Y | +121.6% | +926.7% | -805.1% | +9.9% |
| 5Y | +149.1% | +230.4% | -81.3% | +67.6% |
| 10Y | +158.3% | +145.9% | +12.4% | +82.3% |
| All | +117.2% | +317.2% | -199.9% | +25.3% |
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