+94.2%
KEY vs TROW
+122.3%
-28.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.5% |
| 30D | +8.4% | +9.3% | -0.9% | +1.2% |
| 3M | -5.8% | -0.9% | -4.8% | -5.5% |
| 6M | +5.4% | +8.3% | -2.9% | -2.2% |
| YTD | +7.1% | +10.6% | -3.6% | -3.1% |
| 1Y | +26.8% | +10.5% | +16.3% | +14.7% |
| 3Y | +128.7% | +36.5% | +92.2% | +75.4% |
| 5Y | +13.6% | -37.1% | +50.7% | +53.8% |
| All | +94.2% | +122.3% | -28.1% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling