+33.1%
KRE vs TD
+122.4%
-89.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -1.4% | -2.6% | +1.2% | +0.7% |
| 30D | -3.9% | -1.0% | -2.9% | -3.2% |
| 3M | +3.6% | +5.6% | -2.0% | -1.5% |
| 6M | +15.4% | +27.1% | -11.7% | -6.5% |
| YTD | +15.2% | +29.4% | -14.2% | -8.1% |
| 1Y | +16.5% | +60.7% | -44.2% | -23.1% |
| 3Y | +85.2% | +127.6% | -42.5% | -11.6% |
| 5Y | +33.1% | +125.4% | -92.3% | -38.1% |
| All | +33.1% | +122.4% | -89.3% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling