-45.3%
KEEL vs EME
-3.1%
-42.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | +8.9% |
| 7D | -13.6% | -5.8% | -7.8% | -6.9% |
| 30D | -39.1% | -17.9% | -21.2% | -20.8% |
| 3M | -48.9% | -22.0% | -26.9% | -27.9% |
| 6M | -35.4% | -29.7% | -5.7% | +6.7% |
| YTD | -10.6% | +4.7% | -15.4% | -22.5% |
| 1Y | -45.3% | -2.1% | -43.2% | -42.7% |
| All | -45.3% | -3.1% | -42.2% | -42.7% |
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