+37.7%
KR vs TD
+127.3%
-89.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.8% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | +5.1% | -1.9% | +6.9% | +4.9% |
| 3M | -8.2% | +4.8% | -12.9% | -7.7% |
| 6M | -18.0% | +28.0% | -46.0% | -16.3% |
| YTD | -4.8% | +30.3% | -35.1% | -2.8% |
| 1Y | -11.0% | +59.8% | -70.8% | -9.8% |
| 3Y | +37.7% | +124.7% | -87.0% | +34.7% |
| All | +37.7% | +127.3% | -89.7% | +34.7% |
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 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