-44.5%
KHC vs TROW
+119.0%
-163.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -4.2% |
| 30D | +8.1% | +6.4% | +1.7% | +6.0% |
| 3M | 0.0% | -1.5% | +1.5% | +0.3% |
| 6M | +7.9% | +8.3% | -0.3% | +5.1% |
| YTD | +5.3% | +12.4% | -7.2% | +0.8% |
| 1Y | +5.1% | +12.4% | -7.3% | +0.6% |
| 3Y | -12.8% | +38.3% | -51.1% | -23.4% |
| 5Y | -16.2% | -35.2% | +19.0% | -5.9% |
| 10Y | -52.3% | +128.8% | -181.1% | -69.8% |
| All | -44.5% | +119.0% | -163.5% | -63.9% |
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