+1,453.4%
KR vs TD
+7,781.3%
-6,327.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | +1.9% | -1.0% | +3.0% | +2.1% |
| 3M | -11.0% | +5.6% | -16.7% | -12.3% |
| 6M | -20.2% | +27.1% | -47.3% | -24.7% |
| YTD | -7.3% | +29.4% | -36.7% | -13.1% |
| 1Y | -13.1% | +60.7% | -73.8% | -22.6% |
| 3Y | +29.7% | +127.6% | -97.9% | +5.4% |
| 5Y | +48.8% | +125.4% | -76.6% | +20.1% |
| 10Y | +122.8% | +300.4% | -177.7% | +51.2% |
| All | +1,453.4% | +7,781.3% | -6,327.9% | +388.1% |
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