+113.7%
KLAC vs TTWO
-10.0%
+123.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.1% | +7.3% |
| 7D | +5.7% | -8.8% | +14.5% | +6.9% |
| 30D | -3.6% | -8.6% | +5.0% | -2.9% |
| 3M | -12.8% | -0.9% | -11.9% | -13.9% |
| 6M | +26.1% | -0.5% | +26.6% | +23.5% |
| YTD | +53.3% | -16.1% | +69.5% | +66.0% |
| 1Y | +113.7% | -10.8% | +124.5% | +134.6% |
| All | +113.7% | -10.0% | +123.7% | +134.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling