-13.6%
KHC vs TTWO
+41.7%
-55.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -0.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.5% |
| 30D | +0.5% | -13.4% | +13.9% | +0.6% |
| 3M | +3.0% | +3.1% | -0.1% | +3.1% |
| 6M | +6.6% | +3.8% | +2.9% | +6.7% |
| YTD | +5.8% | -15.3% | +21.0% | +6.0% |
| 1Y | -2.2% | -11.1% | +8.9% | -2.1% |
| 3Y | -12.5% | +52.0% | -64.5% | -13.3% |
| 5Y | -13.6% | +40.9% | -54.5% | -16.8% |
| All | -13.6% | +41.7% | -55.3% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling