+280.1%
KEEL vs TD
+194.1%
+86.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.9% |
| 7D | +2.7% | -2.6% | +5.3% | +4.6% |
| 30D | +4.6% | -1.0% | +5.6% | +5.6% |
| 3M | -34.5% | +5.6% | -40.1% | -36.6% |
| 6M | +59.3% | +27.1% | +32.2% | +35.9% |
| YTD | +46.4% | +29.4% | +17.0% | +24.2% |
| 1Y | +96.6% | +60.7% | +35.9% | +44.9% |
| 3Y | +182.0% | +127.6% | +54.4% | +68.4% |
| 5Y | -38.2% | +125.4% | -163.6% | -60.2% |
| All | +280.1% | +194.1% | +86.0% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling