It doesn’t look like a very good quality video image. Obviously this isn’t the best solution, but it looks like you need to choke the edges. Use the Simple Choker effect to evenly choke the alpha until you get rid of that edge. You could start playing with the keylight settings to get a better key. I usually use two keys: one to get all the basic inside key without worrying of the edges, and a second softer key where focus only on the soft edges, hair and stuff. Then I combine both to get a better ultimate result.
Good luck!