-45.3%
KEEL vs TD
+61.0%
-106.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -9.1% |
| 7D | -13.6% | +1.4% | -15.0% | -15.8% |
| 30D | -39.1% | +10.2% | -49.4% | -49.7% |
| 3M | -48.9% | +8.1% | -57.0% | -56.1% |
| 6M | -35.4% | +22.3% | -57.7% | -57.9% |
| YTD | -10.6% | +39.0% | -49.7% | -55.3% |
| 1Y | -45.3% | +62.6% | -107.9% | -83.4% |
| All | -45.3% | +61.0% | -106.4% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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