+531.2%
KR vs ECHO
+229.4%
+301.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.6% |
| 7D | -1.3% | +8.6% | -9.9% | -1.8% |
| 30D | +1.5% | +3.8% | -2.2% | +1.3% |
| 3M | -8.5% | -19.9% | +11.4% | -7.5% |
| 6M | -21.9% | -12.1% | -9.8% | -21.7% |
| YTD | -6.9% | -14.1% | +7.2% | -6.8% |
| 1Y | -14.0% | +15.9% | -29.8% | -15.9% |
| 3Y | +30.3% | +417.8% | -387.6% | +3.4% |
| 5Y | +37.7% | +259.3% | -221.6% | +13.0% |
| 10Y | +125.2% | +192.7% | -67.6% | +82.5% |
| All | +531.2% | +229.4% | +301.8% | +342.7% |
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