+1,080.2%
KEYS vs TD
+301.8%
+778.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +4.4% | +0.9% | +3.6% | +3.9% |
| 30D | -2.2% | -0.7% | -1.6% | -1.7% |
| 3M | +0.5% | +6.3% | -5.7% | -2.8% |
| 6M | +22.4% | +27.9% | -5.5% | +6.5% |
| YTD | +64.1% | +29.8% | +34.3% | +41.5% |
| 1Y | +97.0% | +63.7% | +33.3% | +49.0% |
| 3Y | +152.0% | +128.3% | +23.7% | +56.4% |
| 5Y | +83.7% | +125.5% | -41.8% | +14.2% |
| 10Y | +997.9% | +296.7% | +701.2% | +395.2% |
| All | +1,080.2% | +301.8% | +778.5% | +395.9% |
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