+1,098.7%
KEYS vs TROW
+118.2%
+980.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +3.5% | -3.2% | +6.7% | +5.4% |
| 30D | -4.5% | -4.6% | +0.1% | -2.0% |
| 3M | -0.4% | -0.7% | +0.2% | -1.2% |
| 6M | +19.1% | +22.2% | -3.1% | +4.9% |
| YTD | +66.7% | +6.6% | +60.0% | +58.1% |
| 1Y | +96.5% | +5.8% | +90.6% | +87.1% |
| 3Y | +155.2% | +11.6% | +143.5% | +133.3% |
| 5Y | +88.0% | -38.9% | +126.9% | +132.7% |
| 10Y | +1,046.8% | +128.5% | +918.2% | +520.3% |
| All | +1,098.7% | +118.2% | +980.5% | +581.6% |
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