-22.5%
KWEB vs TROW
+130.0%
-152.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.1% |
| 30D | -10.7% | -4.6% | -6.1% | -8.7% |
| 3M | -7.4% | -0.7% | -6.8% | -7.6% |
| 6M | -19.3% | +22.2% | -41.5% | -27.3% |
| YTD | -27.8% | +6.6% | -34.4% | -30.6% |
| 1Y | -35.9% | +5.8% | -41.8% | -38.4% |
| 3Y | -1.9% | +11.6% | -13.5% | -10.5% |
| 5Y | -43.2% | -38.9% | -4.3% | -32.9% |
| All | -22.5% | +130.0% | -152.6% | -41.8% |
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