+161.6%
KEY vs TROW
+132.8%
+28.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.8% | -3.0% | +1.2% | +0.5% |
| 30D | -3.3% | -5.5% | +2.1% | +0.7% |
| 3M | -0.2% | +2.3% | -2.5% | -2.9% |
| 6M | +12.1% | +23.9% | -11.8% | -6.1% |
| YTD | +8.4% | +7.9% | +0.5% | +0.3% |
| 1Y | +17.6% | +6.1% | +11.5% | +10.1% |
| 3Y | +123.3% | +13.8% | +109.5% | +97.4% |
| 5Y | +39.5% | -38.2% | +77.7% | +90.6% |
| All | +161.6% | +132.8% | +28.8% | +35.4% |
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 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