+98.7%
EEM vs KEEL
+280.1%
-181.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.8% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | +2.4% | +4.6% | -2.2% | +2.0% |
| 3M | +4.2% | -34.5% | +38.6% | +5.7% |
| 6M | +14.8% | +59.3% | -44.5% | +11.5% |
| YTD | +23.1% | +46.4% | -23.3% | +19.6% |
| 1Y | +32.5% | +96.6% | -64.0% | +26.0% |
| 3Y | +85.9% | +182.0% | -96.1% | +68.8% |
| 5Y | +43.6% | -38.2% | +81.8% | +31.4% |
| All | +98.7% | +280.1% | -181.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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