-35.3%
KEEL vs TROW
-39.3%
+4.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +5.3% |
| 7D | +2.9% | -3.2% | +6.1% | +7.2% |
| 30D | +0.8% | -4.6% | +5.5% | +7.3% |
| 3M | -35.3% | -0.7% | -34.7% | -36.8% |
| 6M | +59.4% | +22.2% | +37.2% | +18.8% |
| YTD | +51.9% | +6.6% | +45.3% | +37.1% |
| 1Y | +75.0% | +5.8% | +69.2% | +61.4% |
| 3Y | +224.5% | +11.6% | +212.9% | +174.0% |
| All | -35.3% | -39.3% | +4.0% | +83.4% |
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