-1.3%
KMB vs TROW
-37.1%
+35.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | +10.1% | +9.3% | +0.7% | +8.8% |
| 3M | 0.0% | -0.9% | +1.0% | +0.1% |
| 6M | +15.7% | +8.3% | +7.3% | +14.5% |
| YTD | +12.6% | +10.6% | +2.0% | +11.0% |
| 1Y | +10.1% | +10.5% | -0.4% | +8.5% |
| 3Y | +2.1% | +36.5% | -34.4% | -2.9% |
| All | -1.3% | -37.1% | +35.8% | -5.0% |
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