+90.4%
KRE vs ECHO
+900.0%
-809.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +0.7% | +5.7% | -4.9% | +0.3% |
| 30D | +6.1% | +13.8% | -7.7% | +5.0% |
| 3M | -5.9% | +9.1% | -15.0% | -6.7% |
| 6M | +9.6% | -24.9% | +34.5% | +11.4% |
| YTD | +14.2% | -8.0% | +22.2% | +13.6% |
| 1Y | +22.5% | +42.9% | -20.4% | +17.4% |
| 3Y | +90.4% | +926.7% | -836.3% | +29.1% |
| All | +90.4% | +900.0% | -809.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling