-13.7%
KHC vs TROW
+39.5%
-53.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -4.3% |
| 30D | +8.1% | +6.4% | +1.7% | +6.8% |
| 3M | 0.0% | -1.5% | +1.5% | +0.2% |
| 6M | +7.9% | +8.3% | -0.3% | +6.4% |
| YTD | +5.3% | +12.4% | -7.2% | +2.9% |
| 1Y | +5.1% | +12.4% | -7.3% | +2.7% |
| All | -13.7% | +39.5% | -53.2% | -18.2% |
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