-55.6%
KHC vs TROW
+130.0%
-185.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -1.0% | -3.2% | +2.2% | -0.1% |
| 30D | +1.9% | -4.6% | +6.5% | +3.2% |
| 3M | +3.2% | -0.7% | +3.8% | +3.3% |
| 6M | +10.0% | +22.2% | -12.2% | +3.7% |
| YTD | +6.7% | +6.6% | +0.1% | +4.1% |
| 1Y | -0.9% | +5.8% | -6.7% | -3.3% |
| 3Y | -13.6% | +11.6% | -25.2% | -18.4% |
| 5Y | -12.8% | -38.9% | +26.1% | -0.7% |
| All | -55.6% | +130.0% | -185.7% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling