+19.6%
KWEB vs TD
+370.9%
-351.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -4.3% | -2.6% | -1.7% | -2.9% |
| 30D | -13.0% | -1.0% | -12.0% | -12.6% |
| 3M | -7.6% | +5.6% | -13.2% | -10.8% |
| 6M | -21.1% | +27.1% | -48.2% | -31.6% |
| YTD | -28.2% | +29.4% | -57.6% | -38.4% |
| 1Y | -34.9% | +60.7% | -95.6% | -50.6% |
| 3Y | -0.8% | +127.6% | -128.4% | -39.0% |
| 5Y | -43.6% | +125.4% | -169.0% | -64.7% |
| 10Y | -21.7% | +300.4% | -322.1% | -64.5% |
| All | +19.6% | +370.9% | -351.3% | -53.1% |
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