+111.3%
IEMG vs KEEL
+294.5%
-183.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.0% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | +1.9% | +0.8% | +1.1% | +1.7% |
| 3M | +1.4% | -35.3% | +36.7% | +2.9% |
| 6M | +15.2% | +59.4% | -44.2% | +11.9% |
| YTD | +23.8% | +51.9% | -28.1% | +20.1% |
| 1Y | +30.7% | +75.0% | -44.3% | +24.9% |
| 3Y | +83.3% | +224.5% | -141.3% | +65.7% |
| 5Y | +48.8% | -35.9% | +84.7% | +36.1% |
| All | +111.3% | +294.5% | -183.2% | +82.4% |
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