+1,117.5%
KDP vs TROW
+220.1%
+897.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | +6.0% | -4.5% | +10.5% | +7.2% |
| 3M | +9.2% | +3.9% | +5.3% | +8.0% |
| 6M | +14.7% | +22.6% | -7.9% | +8.7% |
| YTD | +19.2% | +10.1% | +9.1% | +15.7% |
| 1Y | +15.2% | +3.6% | +11.6% | +13.4% |
| 3Y | +6.0% | +12.4% | -6.4% | +0.4% |
| 5Y | +5.4% | -37.5% | +42.9% | +13.3% |
| 10Y | +171.9% | +130.0% | +41.9% | +94.9% |
| All | +1,117.5% | +220.1% | +897.4% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling