+85.5%
KRE vs ECHO
+408.9%
-323.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | -3.9% | +4.4% | -8.3% | -4.3% |
| 3M | +3.6% | -20.3% | +23.9% | +5.2% |
| 6M | +15.4% | -15.3% | +30.7% | +16.2% |
| YTD | +15.2% | -15.5% | +30.7% | +15.6% |
| 1Y | +16.5% | +15.0% | +1.5% | +13.6% |
| All | +85.5% | +408.9% | -323.4% | +43.5% |
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