-27.2%
KWEB vs TROW
+0.2%
-27.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -8.7% | -4.5% | -4.2% | -7.3% |
| 3M | -4.0% | +3.9% | -7.8% | -6.3% |
| 6M | -13.1% | +22.6% | -35.7% | -20.9% |
| YTD | -23.5% | +10.1% | -33.6% | -27.3% |
| 1Y | -27.2% | +3.6% | -30.7% | -30.7% |
| All | -27.2% | +0.2% | -27.4% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling