+482.2%
KORU vs ECHO
+40.1%
+442.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.4% | +13.4% |
| 7D | +13.0% | +3.4% | +9.6% | +9.8% |
| 30D | +27.3% | +2.4% | +24.9% | +26.2% |
| 3M | -55.3% | -28.0% | -27.3% | -40.8% |
| 6M | +11.6% | -21.2% | +32.9% | +40.8% |
| YTD | +158.5% | -17.4% | +175.9% | +222.6% |
| 1Y | +482.2% | +33.6% | +448.6% | +591.1% |
| All | +482.2% | +40.1% | +442.0% | +591.1% |
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