+212.7%
KEEL vs EMB
+29.4%
+183.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -3.8% |
| 7D | +2.7% | -1.1% | +3.8% | +7.8% |
| 30D | +4.6% | -1.1% | +5.6% | +9.5% |
| 3M | -34.5% | -0.8% | -33.7% | -31.8% |
| 6M | +59.3% | -0.1% | +59.3% | +65.1% |
| YTD | +46.4% | +0.4% | +45.9% | +49.4% |
| 1Y | +96.6% | +3.3% | +93.3% | +80.3% |
| All | +212.7% | +29.4% | +183.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling