-82.8%
KORU vs ECHO
-24.4%
-58.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -8.7% |
| 7D | +11.1% | +5.7% | +5.5% | -0.6% |
| 30D | -40.6% | +13.8% | -54.4% | -49.3% |
| 3M | -63.9% | +9.1% | -73.0% | -66.4% |
| 6M | -82.8% | -24.9% | -57.9% | -72.3% |
| All | -82.8% | -24.4% | -58.4% | -72.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling