+445.9%
KGC vs TROW
-39.3%
+485.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -5.6% | -3.2% | -2.5% | -4.7% |
| 30D | +6.1% | -4.6% | +10.8% | +7.8% |
| 3M | +17.3% | -0.7% | +18.0% | +17.6% |
| 6M | -10.3% | +22.2% | -32.5% | -15.6% |
| YTD | +3.9% | +6.6% | -2.8% | +1.3% |
| 1Y | +25.7% | +5.8% | +19.9% | +22.8% |
| 3Y | +526.0% | +11.6% | +514.4% | +488.1% |
| All | +445.9% | -39.3% | +485.2% | +413.1% |
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