+410.6%
KO vs ECHO
+229.4%
+181.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | 0.0% |
| 7D | +0.4% | +8.6% | -8.2% | -0.3% |
| 30D | +1.5% | +3.8% | -2.2% | +1.2% |
| 3M | +11.8% | -19.9% | +31.7% | +13.5% |
| 6M | +16.2% | -12.1% | +28.3% | +16.6% |
| YTD | +28.1% | -14.1% | +42.1% | +28.3% |
| 1Y | +34.8% | +15.9% | +18.9% | +31.1% |
| 3Y | +65.5% | +417.8% | -352.4% | +24.8% |
| 5Y | +81.6% | +259.3% | -177.7% | +42.6% |
| 10Y | +176.7% | +192.7% | -16.0% | +117.1% |
| All | +410.6% | +229.4% | +181.2% | +232.3% |
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