+177.9%
KO vs TROW
+132.8%
+45.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | +1.6% | -5.5% | +7.0% | +2.9% |
| 3M | +5.8% | +2.3% | +3.5% | +5.0% |
| 6M | +14.3% | +23.9% | -9.6% | +8.3% |
| YTD | +27.3% | +7.9% | +19.4% | +24.3% |
| 1Y | +33.2% | +6.1% | +27.0% | +30.3% |
| 3Y | +64.5% | +13.8% | +50.7% | +54.6% |
| 5Y | +83.1% | -38.2% | +121.3% | +102.7% |
| All | +177.9% | +132.8% | +45.1% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling