+294.5%
KEEL vs EME
+885.0%
-590.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +0.6% |
| 7D | +2.9% | +3.5% | -0.6% | +0.4% |
| 30D | +0.8% | -6.3% | +7.2% | +6.3% |
| 3M | -35.3% | -3.8% | -31.6% | -32.1% |
| 6M | +59.4% | +8.5% | +50.9% | +57.1% |
| YTD | +51.9% | +27.8% | +24.1% | +35.8% |
| 1Y | +75.0% | +22.2% | +52.8% | +61.8% |
| 3Y | +224.5% | +253.5% | -28.9% | +64.5% |
| 5Y | -35.9% | +578.6% | -614.5% | -76.9% |
| All | +294.5% | +885.0% | -590.6% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling