-57.7%
KORU vs ECHO
+227.4%
-285.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.3% |
| 7D | +11.1% | +5.7% | +5.5% | +8.3% |
| 30D | -40.6% | +13.8% | -54.4% | -42.4% |
| 3M | -63.9% | +9.1% | -73.0% | -64.0% |
| 6M | -82.8% | -24.9% | -57.9% | -79.3% |
| YTD | -15.4% | -8.0% | -7.4% | -5.1% |
| 1Y | -3.3% | +42.9% | -46.2% | -8.5% |
| 3Y | +136.2% | +926.7% | -790.5% | -46.3% |
| 5Y | -36.7% | +230.4% | -267.1% | -70.5% |
| 10Y | -22.9% | +145.9% | -168.8% | -51.4% |
| All | -57.7% | +227.4% | -285.1% | -79.8% |
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