-22.5%
KWEB vs ECHO
+197.5%
-220.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -5.6% | +3.7% | -9.3% | -6.0% |
| 30D | -10.7% | +0.7% | -11.4% | -10.8% |
| 3M | -7.4% | -27.3% | +19.9% | -4.0% |
| 6M | -19.3% | -17.0% | -2.3% | -18.1% |
| YTD | -27.8% | -14.3% | -13.4% | -27.2% |
| 1Y | -35.9% | +20.9% | -56.8% | -38.3% |
| 3Y | -1.9% | +423.0% | -424.9% | -33.2% |
| 5Y | -43.2% | +265.7% | -308.9% | -58.1% |
| All | -22.5% | +197.5% | -220.0% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling