-12.9%
KMB vs TROW
-38.1%
+25.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -0.6% | +2.9% | -3.6% | -0.9% |
| 6M | -1.5% | +22.2% | -23.8% | -3.8% |
| YTD | +1.6% | +8.1% | -6.5% | +0.5% |
| 1Y | -20.8% | +5.8% | -26.6% | -21.5% |
| 3Y | -12.4% | +14.0% | -26.4% | -14.8% |
| 5Y | -12.9% | -38.3% | +25.3% | -15.1% |
| All | -12.9% | -38.1% | +25.1% | -15.1% |
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