+20.4%
KWEB vs TROW
+123.9%
-103.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.0% |
| 30D | -10.7% | -4.6% | -6.1% | -8.6% |
| 3M | -7.4% | -0.7% | -6.8% | -7.6% |
| 6M | -19.3% | +22.2% | -41.5% | -27.7% |
| YTD | -27.8% | +6.6% | -34.4% | -30.8% |
| 1Y | -35.9% | +5.8% | -41.8% | -38.5% |
| 3Y | -1.9% | +11.6% | -13.5% | -10.9% |
| 5Y | -43.2% | -38.9% | -4.3% | -31.6% |
| 10Y | -21.2% | +128.5% | -149.7% | -56.7% |
| All | +20.4% | +123.9% | -103.5% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling