+521.7%
KGC vs TROW
+12.7%
+509.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.4% | -3.0% | -5.4% | -7.6% |
| 30D | +6.3% | -5.5% | +11.8% | +8.1% |
| 3M | +22.4% | +2.3% | +20.2% | +21.8% |
| 6M | -11.4% | +23.9% | -35.3% | -15.9% |
| YTD | +3.1% | +7.9% | -4.8% | +0.6% |
| 1Y | +26.6% | +6.1% | +20.5% | +23.8% |
| All | +521.7% | +12.7% | +509.0% | +479.2% |
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