-35.3%
KEEL vs TD
+125.7%
-161.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +2.8% |
| 7D | +2.9% | -0.5% | +3.4% | +3.5% |
| 30D | +0.8% | -1.9% | +2.7% | +3.9% |
| 3M | -35.3% | +4.8% | -40.1% | -39.0% |
| 6M | +59.4% | +28.0% | +31.4% | +14.3% |
| YTD | +51.9% | +30.3% | +21.6% | +7.3% |
| 1Y | +75.0% | +59.8% | +15.2% | -6.0% |
| 3Y | +224.5% | +124.7% | +99.8% | +9.3% |
| All | -35.3% | +125.7% | -161.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling