+207.7%
KRE vs ECHO
+252.6%
-44.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +0.7% | +5.7% | -4.9% | -0.8% |
| 30D | +6.1% | +13.8% | -7.7% | +1.9% |
| 3M | -5.9% | +9.1% | -15.0% | -8.9% |
| 6M | +9.6% | -24.9% | +34.5% | +15.7% |
| YTD | +14.2% | -8.0% | +22.2% | +11.6% |
| 1Y | +22.5% | +42.9% | -20.4% | +5.1% |
| 3Y | +90.4% | +926.7% | -836.3% | -40.9% |
| 5Y | +11.9% | +230.4% | -218.5% | -45.6% |
| 10Y | +88.8% | +145.9% | -57.1% | +0.6% |
| All | +207.7% | +252.6% | -44.9% | +0.3% |
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