+81.6%
KO vs ECHO
+257.7%
-176.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | +1.6% | +4.4% | -2.8% | +1.5% |
| 3M | +5.8% | -20.3% | +26.0% | +6.0% |
| 6M | +14.3% | -15.3% | +29.6% | +14.4% |
| YTD | +27.3% | -15.5% | +42.8% | +27.4% |
| 1Y | +33.2% | +15.0% | +18.2% | +32.6% |
| 3Y | +64.5% | +409.1% | -344.7% | +56.3% |
| All | +81.6% | +257.7% | -176.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling