+12,333.4%
TROW vs KIM
+3,319.9%
+9,013.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +9.3% | +14.1% | -4.8% | +2.2% |
| 3M | -0.9% | +6.0% | -6.9% | -3.9% |
| 6M | +8.3% | +13.2% | -4.9% | +1.2% |
| YTD | +10.6% | +30.4% | -19.7% | -4.3% |
| 1Y | +10.5% | +31.0% | -20.5% | -4.6% |
| 3Y | +36.5% | +67.6% | -31.1% | +2.9% |
| 5Y | -37.1% | +35.8% | -72.8% | -47.2% |
| 10Y | +125.2% | +63.7% | +61.5% | +44.2% |
| All | +12,333.4% | +3,319.9% | +9,013.5% | +1,719.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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