+202.2%
EMR vs KEEL
+309.9%
-107.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +0.9% | +19.3% | -18.4% | +0.2% |
| 30D | -5.0% | +9.1% | -14.1% | -5.4% |
| 3M | +5.9% | -31.5% | +37.5% | +6.9% |
| 6M | +7.3% | +75.8% | -68.5% | +4.1% |
| YTD | +14.6% | +57.9% | -43.3% | +11.3% |
| 1Y | +15.6% | +133.3% | -117.7% | +10.0% |
| 3Y | +60.2% | +204.1% | -143.9% | +48.6% |
| 5Y | +65.8% | -37.5% | +103.4% | +53.3% |
| All | +202.2% | +309.9% | -107.8% | +179.8% |
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 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