+26.2%
KLAC vs TTWO
-18.4%
+44.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.2% | -4.3% |
| 7D | -5.7% | +7.0% | -12.6% | -5.8% |
| 30D | -27.6% | +2.7% | -30.3% | -27.5% |
| 3M | -23.3% | -13.0% | -10.2% | -22.3% |
| 6M | -12.4% | -7.2% | -5.1% | -12.8% |
| YTD | +23.7% | -18.4% | +42.1% | +36.9% |
| 1Y | +26.2% | -17.2% | +43.4% | +37.7% |
| All | +26.2% | -18.4% | +44.6% | +37.7% |
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