-15.3%
KHC vs TROW
-36.8%
+21.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | -3.3% | -0.5% | -2.9% | -3.3% |
| 30D | +9.1% | +6.7% | +2.4% | +8.2% |
| 3M | +1.4% | -1.7% | +3.1% | +1.5% |
| 6M | +8.4% | +7.8% | +0.5% | +7.3% |
| YTD | +6.2% | +9.9% | -3.7% | +4.7% |
| 1Y | +5.7% | +8.7% | -3.0% | +4.3% |
| 3Y | -12.0% | +35.2% | -47.3% | -15.7% |
| 5Y | -15.3% | -37.5% | +22.1% | -10.8% |
| All | -15.3% | -36.8% | +21.5% | -10.8% |
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 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