+133.4%
KR vs TROW
+130.0%
+3.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | +5.1% | -4.6% | +9.7% | +5.7% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | -18.0% | +22.2% | -40.2% | -20.4% |
| YTD | -4.8% | +6.6% | -11.4% | -5.9% |
| 1Y | -11.0% | +5.8% | -16.9% | -12.1% |
| 3Y | +37.7% | +11.6% | +26.1% | +33.2% |
| 5Y | +52.8% | -38.9% | +91.7% | +63.1% |
| All | +133.4% | +130.0% | +3.3% | +59.5% |
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