+222.0%
KGC vs TROW
-37.1%
+259.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | -6.7% | +0.5% | -7.1% | -6.8% |
| 30D | -6.7% | +9.3% | -16.0% | -9.4% |
| 3M | -22.6% | -0.9% | -21.7% | -22.3% |
| 6M | -33.4% | +8.3% | -41.8% | -35.1% |
| YTD | -26.0% | +10.6% | -36.6% | -28.7% |
| 1Y | -18.3% | +10.5% | -28.8% | -21.3% |
| 3Y | +315.8% | +36.5% | +279.3% | +262.7% |
| All | +222.0% | -37.1% | +259.1% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling