+309.9%
KEEL vs EMB
+15.8%
+294.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | +19.3% | 0.0% | +19.3% | +19.3% |
| 30D | +9.1% | -0.3% | +9.4% | +9.7% |
| 3M | -31.5% | -0.3% | -31.3% | -30.9% |
| 6M | +75.8% | +0.7% | +75.1% | +76.7% |
| YTD | +57.9% | +1.3% | +56.6% | +57.6% |
| 1Y | +133.3% | +4.7% | +128.6% | +120.4% |
| 3Y | +204.1% | +30.1% | +174.0% | +113.1% |
| 5Y | -37.5% | +6.9% | -44.4% | -51.4% |
| All | +309.9% | +15.8% | +294.1% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling