+177.6%
KEEL vs EME
+19.7%
+157.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +1.4% |
| 7D | +7.8% | +1.9% | +5.9% | +5.4% |
| 30D | -11.7% | -8.3% | -3.4% | -0.9% |
| 3M | -41.5% | -10.7% | -30.7% | -31.9% |
| 6M | +54.9% | +1.9% | +53.0% | +59.0% |
| YTD | +47.7% | +23.5% | +24.2% | +24.1% |
| 1Y | +177.6% | +18.0% | +159.6% | +146.0% |
| All | +177.6% | +19.7% | +157.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling