+31.4%
KORU vs ECHO
+205.9%
-174.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.5% | -0.2% |
| 7D | +24.3% | +8.6% | +15.7% | +20.0% |
| 30D | +37.3% | +3.8% | +33.6% | +35.9% |
| 3M | -32.8% | -19.9% | -12.9% | -24.1% |
| 6M | +36.9% | -12.1% | +49.0% | +52.4% |
| YTD | +162.6% | -14.1% | +176.7% | +194.0% |
| 1Y | +467.0% | +15.9% | +451.2% | +462.1% |
| 3Y | +522.4% | +417.8% | +104.5% | +100.1% |
| 5Y | +57.9% | +259.3% | -201.4% | -37.0% |
| 10Y | +70.8% | +192.7% | -122.0% | -11.8% |
| All | +31.4% | +205.9% | -174.5% | -37.6% |
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