+59.4%
KEEL vs EME
+8.2%
+51.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | -2.3% |
| 7D | +2.9% | +3.5% | -0.6% | -1.9% |
| 30D | +0.8% | -6.3% | +7.2% | +11.5% |
| 3M | -35.3% | -3.8% | -31.6% | -31.8% |
| 6M | +59.4% | +8.5% | +50.9% | +51.7% |
| All | +59.4% | +8.2% | +51.2% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling