+26.8%
KDP vs TROW
+37.3%
-10.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +9.7% | +9.3% | +0.4% | +8.4% |
| 3M | +17.6% | -0.9% | +18.5% | +17.7% |
| 6M | +25.8% | +8.3% | +17.4% | +24.5% |
| YTD | +33.9% | +10.6% | +23.2% | +31.7% |
| 1Y | +38.9% | +10.5% | +28.3% | +36.6% |
| 3Y | +26.8% | +36.5% | -9.7% | +17.6% |
| All | +26.8% | +37.3% | -10.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling