+169.5%
KDP vs TTWO
+406.5%
-237.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -3.7% | +0.4% | -4.0% | -3.7% |
| 30D | +6.2% | -11.3% | +17.5% | +7.2% |
| 3M | +1.2% | +1.6% | -0.4% | +1.0% |
| 6M | +15.3% | +2.1% | +13.3% | +14.8% |
| YTD | +14.8% | -15.8% | +30.6% | +16.1% |
| 1Y | +17.6% | -12.6% | +30.2% | +18.4% |
| 3Y | +2.1% | +48.2% | -46.1% | -2.9% |
| 5Y | +2.7% | +40.0% | -37.2% | -3.1% |
| All | +169.5% | +406.5% | -237.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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