-43.0%
KHC vs TTWO
+682.4%
-725.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | -0.1% | -13.5% | +13.4% | +1.5% |
| 3M | +8.3% | +0.3% | +8.0% | +8.1% |
| 6M | +5.0% | +0.8% | +4.1% | +4.5% |
| YTD | +8.0% | -16.7% | +24.7% | +9.8% |
| 1Y | -1.1% | -14.3% | +13.2% | +0.1% |
| 3Y | -10.7% | +49.4% | -60.1% | -17.0% |
| 5Y | -13.5% | +33.8% | -47.3% | -19.9% |
| 10Y | -55.4% | +392.8% | -448.2% | -71.9% |
| All | -43.0% | +682.4% | -725.4% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling