+59.6%
KEYS vs TROW
+17.3%
+42.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -7.8% |
| 7D | -14.8% | +8.2% | -23.0% | -16.6% |
| 30D | -25.6% | +8.3% | -33.9% | -27.2% |
| 3M | -16.2% | -1.6% | -14.7% | -15.4% |
| 6M | -18.6% | +11.9% | -30.5% | -24.3% |
| YTD | +40.7% | +14.3% | +26.4% | +24.2% |
| 1Y | +59.6% | +17.0% | +42.6% | +38.0% |
| All | +59.6% | +17.3% | +42.3% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling