+155.2%
KEYS vs TD
+127.3%
+27.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -4.5% | -1.9% | -2.6% | -3.2% |
| 3M | -0.4% | +4.8% | -5.2% | -3.2% |
| 6M | +19.1% | +28.0% | -8.9% | +2.7% |
| YTD | +66.7% | +30.3% | +36.4% | +42.1% |
| 1Y | +96.5% | +59.8% | +36.7% | +49.2% |
| 3Y | +155.2% | +124.7% | +30.5% | +58.8% |
| All | +155.2% | +127.3% | +27.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling