+152.5%
KRE vs TD
+928.8%
-776.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.4% |
| 7D | +2.3% | +0.9% | +1.5% | +1.5% |
| 30D | -2.5% | -0.7% | -1.8% | -2.1% |
| 3M | +6.2% | +6.3% | 0.0% | 0.0% |
| 6M | +15.8% | +27.9% | -12.1% | -8.1% |
| YTD | +16.0% | +29.8% | -13.8% | -9.2% |
| 1Y | +16.2% | +63.7% | -47.5% | -26.5% |
| 3Y | +86.4% | +128.3% | -41.9% | -14.2% |
| 5Y | +33.0% | +125.5% | -92.6% | -38.2% |
| 10Y | +123.0% | +296.7% | -173.7% | -36.0% |
| All | +152.5% | +928.8% | -776.2% | -67.5% |
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