+69.4%
EMR vs KEEL
-34.6%
+104.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.3% |
| 7D | -0.4% | +2.9% | -3.3% | -0.7% |
| 30D | -6.8% | +0.8% | -7.6% | -7.1% |
| 3M | +7.5% | -35.3% | +42.8% | +10.1% |
| 6M | +9.9% | +59.4% | -49.5% | +3.6% |
| YTD | +16.0% | +51.9% | -35.9% | +9.0% |
| 1Y | +12.4% | +75.0% | -62.6% | +2.4% |
| 3Y | +60.2% | +224.5% | -164.3% | +31.1% |
| All | +69.4% | -34.6% | +104.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling