+294.5%
KEEL vs TROW
+33.5%
+261.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.8% |
| 7D | +2.9% | -3.2% | +6.1% | +5.8% |
| 30D | +0.8% | -4.6% | +5.5% | +5.2% |
| 3M | -35.3% | -0.7% | -34.7% | -36.1% |
| 6M | +59.4% | +22.2% | +37.2% | +31.6% |
| YTD | +51.9% | +6.6% | +45.3% | +43.1% |
| 1Y | +75.0% | +5.8% | +69.2% | +67.7% |
| 3Y | +224.5% | +11.6% | +212.9% | +201.9% |
| 5Y | -35.9% | -38.9% | +3.0% | -16.2% |
| All | +294.5% | +33.5% | +261.0% | +489.5% |
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