+216.6%
KRE vs ECHO
+216.6%
0.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | +3.4% | -2.1% | +0.4% |
| 30D | -2.7% | +2.4% | -5.0% | -3.4% |
| 3M | +8.2% | -28.0% | +36.1% | +16.7% |
| 6M | +12.8% | -21.2% | +34.1% | +17.4% |
| YTD | +17.5% | -17.4% | +34.9% | +19.2% |
| 1Y | +16.6% | +33.6% | -17.0% | +1.7% |
| 3Y | +79.5% | +419.7% | -340.2% | -27.9% |
| 5Y | +32.4% | +241.7% | -209.3% | -38.2% |
| 10Y | +124.1% | +180.8% | -56.6% | +10.3% |
| All | +216.6% | +216.6% | 0.0% | +7.1% |
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 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