+22.5%
KORU vs ECHO
+34.5%
-12.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -1.7% |
| 7D | -24.3% | +4.6% | -28.9% | -28.1% |
| 30D | -54.2% | +0.4% | -54.6% | -53.7% |
| 3M | -45.4% | +7.7% | -53.1% | -48.1% |
| 6M | -66.5% | -18.0% | -48.4% | -58.0% |
| YTD | +14.9% | -9.3% | +24.2% | +34.0% |
| 1Y | +22.5% | +34.2% | -11.7% | +20.9% |
| All | +22.5% | +34.5% | -12.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling