-42.5%
KHC vs TROW
+115.5%
-158.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +2.0% | +0.5% | +1.6% | +1.9% |
| 30D | +10.6% | +9.3% | +1.3% | +7.7% |
| 3M | +0.5% | -0.9% | +1.4% | +0.6% |
| 6M | +12.1% | +8.3% | +3.7% | +9.1% |
| YTD | +8.9% | +10.6% | -1.7% | +4.8% |
| 1Y | +7.5% | +10.5% | -3.1% | +3.4% |
| 3Y | -10.7% | +36.5% | -47.3% | -21.3% |
| 5Y | -13.2% | -37.1% | +23.9% | -1.4% |
| 10Y | -50.6% | +125.2% | -175.8% | -68.6% |
| All | -42.5% | +115.5% | -158.1% | -62.5% |
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