-12.8%
KMB vs TROW
+12.9%
-25.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -8.6% | -1.5% | -7.1% | -8.4% |
| 30D | -7.5% | -5.3% | -2.2% | -7.0% |
| 3M | -0.6% | +2.9% | -3.6% | -0.8% |
| 6M | -1.5% | +22.2% | -23.8% | -3.3% |
| YTD | +1.6% | +8.1% | -6.5% | +0.7% |
| 1Y | -20.8% | +5.8% | -26.6% | -21.4% |
| All | -12.8% | +12.9% | -25.6% | -18.7% |
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