+1,018.0%
KEYS vs TD
+306.3%
+711.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -4.5% | -1.9% | -2.6% | -3.3% |
| 3M | -0.4% | +4.8% | -5.2% | -3.0% |
| 6M | +19.1% | +28.0% | -8.9% | +3.3% |
| YTD | +66.7% | +30.3% | +36.4% | +42.9% |
| 1Y | +96.5% | +59.8% | +36.7% | +49.6% |
| 3Y | +155.2% | +124.7% | +30.5% | +57.7% |
| 5Y | +88.0% | +127.0% | -39.0% | +14.9% |
| All | +1,018.0% | +306.3% | +711.7% | +357.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling