+2,896.3%
KLAC vs TTWO
+406.5%
+2,489.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.2% |
| 7D | -2.7% | +0.4% | -3.0% | -2.9% |
| 30D | -13.2% | -11.3% | -1.8% | -8.9% |
| 3M | -25.0% | +1.6% | -26.6% | -26.6% |
| 6M | +23.6% | +2.1% | +21.5% | +19.5% |
| YTD | +49.2% | -15.8% | +65.1% | +57.1% |
| 1Y | +89.3% | -12.6% | +101.9% | +95.5% |
| 3Y | +274.4% | +48.2% | +226.1% | +197.6% |
| 5Y | +440.9% | +40.0% | +401.0% | +323.0% |
| All | +2,896.3% | +406.5% | +2,489.8% | +1,533.4% |
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