Hi,
Up to Yosemite (OS X 10.10.x) you can open Keychain Access and then the App's Menu > Keychain First Aid and then Sync the Login Keychain to have the same Password and the Mac User Account has to Login.
In El Capitan this option is not there and you have to set the password manually.
If this is what you are doing but the Password is not sticking then you have to check you actually "Own" the Login Keychain and have Permissions to Read and Write to it.
IN a Finder window use the Go Menu whilst holding down the ALT key.
Select the Library item that appears in the Menu list
Navigate to Keychains.
Highlight the Login one and do a "Get Info" (CMD+i)
Scroll to the bottom.
You should be listed in the list of Accounts that can have access to the File (it will be in the form of your Shortname)
You should have Read and Write Access and also have (me) in the name.
Highlight your name.
Under the list is a cogwheel type icon which may need you to unlock the padlock to access. This should show a greyed out phrase if your Own the file, "Make yourshortname (Me) the Owner" as if it is already done.
Report back if this produces any change or not.
7:37 pm Thursday; April 7, 2016
iMac 2.5Ghz i5 2011 (El Capitan)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad