+1,782.5%
KMB vs TROW
+14,446.5%
-12,664.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -5.5% | -4.5% | -1.0% | -4.7% |
| 3M | +14.0% | +3.9% | +10.1% | +13.2% |
| 6M | +4.1% | +22.6% | -18.5% | +0.4% |
| YTD | +8.0% | +10.1% | -2.1% | +5.9% |
| 1Y | -13.7% | +3.6% | -17.3% | -14.6% |
| 3Y | -5.9% | +12.4% | -18.4% | -9.3% |
| 5Y | -8.6% | -37.5% | +28.9% | -4.5% |
| 10Y | +17.3% | +130.0% | -112.7% | -3.9% |
| All | +1,782.5% | +14,446.5% | -12,664.0% | +687.7% |
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 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