+124.0%
KEY vs TROW
+14.8%
+109.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | -3.2% | -4.0% | +0.8% | -0.3% |
| 3M | +1.0% | +5.0% | -4.1% | -4.1% |
| 6M | +11.9% | +24.3% | -12.5% | -7.6% |
| YTD | +8.7% | +9.8% | -1.1% | -1.4% |
| 1Y | +18.5% | +6.4% | +12.0% | +10.1% |
| 3Y | +124.0% | +15.8% | +108.2% | +81.7% |
| All | +124.0% | +14.8% | +109.2% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling