-55.6%
KHC vs TTWO
+406.5%
-462.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | +1.9% | -11.3% | +13.2% | +3.0% |
| 3M | +3.2% | +1.6% | +1.6% | +2.9% |
| 6M | +10.0% | +2.1% | +7.9% | +9.5% |
| YTD | +6.7% | -15.8% | +22.5% | +8.1% |
| 1Y | -0.9% | -12.6% | +11.7% | -0.1% |
| 3Y | -13.6% | +48.2% | -61.8% | -18.6% |
| 5Y | -12.8% | +40.0% | -52.8% | -18.8% |
| All | -55.6% | +406.5% | -462.1% | -65.6% |
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