+21.3%
KWEB vs ECHO
+180.9%
-159.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.0% |
| 7D | -3.6% | +5.3% | -8.9% | -4.3% |
| 30D | -14.9% | +2.4% | -17.3% | -15.2% |
| 3M | -5.4% | -21.8% | +16.4% | -2.6% |
| 6M | -18.9% | -16.9% | -1.9% | -17.5% |
| YTD | -27.2% | -16.0% | -11.2% | -26.4% |
| 1Y | -34.2% | +9.3% | -43.5% | -36.1% |
| 3Y | +0.6% | +406.2% | -405.6% | -34.9% |
| 5Y | -43.5% | +251.0% | -294.4% | -60.1% |
| 10Y | -20.6% | +191.3% | -211.8% | -44.9% |
| All | +21.3% | +180.9% | -159.7% | -12.8% |
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