-42.1%
KWEB vs TROW
-39.3%
-2.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.3% |
| 7D | -5.6% | -3.2% | -2.4% | -3.9% |
| 30D | -10.7% | -4.6% | -6.1% | -8.5% |
| 3M | -7.4% | -0.7% | -6.8% | -7.7% |
| 6M | -19.3% | +22.2% | -41.5% | -28.2% |
| YTD | -27.8% | +6.6% | -34.4% | -31.0% |
| 1Y | -35.9% | +5.8% | -41.8% | -38.7% |
| 3Y | -1.9% | +11.6% | -13.5% | -11.9% |
| All | -42.1% | -39.3% | -2.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling