+346.4%
KGC vs TROW
+14,398.8%
-14,052.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +9.2% | -4.0% | +13.3% | +9.8% |
| 3M | +16.7% | +5.0% | +11.7% | +16.1% |
| 6M | -7.0% | +24.3% | -31.3% | -9.2% |
| YTD | +7.5% | +9.8% | -2.3% | +6.3% |
| 1Y | +34.4% | +6.4% | +27.9% | +33.3% |
| 3Y | +552.0% | +15.8% | +536.2% | +537.5% |
| 5Y | +454.5% | -37.3% | +491.8% | +470.7% |
| 10Y | +658.7% | +130.6% | +528.0% | +584.9% |
| All | +346.4% | +14,398.8% | -14,052.4% | +236.5% |
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