+3.0%
KDP vs TROW
-38.9%
+41.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | +7.8% | -5.5% | +13.3% | +8.7% |
| 3M | -0.1% | +2.3% | -2.3% | -0.4% |
| 6M | +14.0% | +23.9% | -9.9% | +10.1% |
| YTD | +15.1% | +7.9% | +7.2% | +13.4% |
| 1Y | +18.5% | +6.1% | +12.4% | +17.0% |
| 3Y | +2.9% | +13.8% | -10.9% | -0.8% |
| 5Y | +3.0% | -38.2% | +41.2% | +11.4% |
| All | +3.0% | -38.9% | +41.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling