+274.4%
KLAC vs TTWO
+50.8%
+223.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.1% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | -13.2% | -11.3% | -1.8% | -10.2% |
| 3M | -25.0% | +1.6% | -26.6% | -26.5% |
| 6M | +23.6% | +2.1% | +21.5% | +19.7% |
| YTD | +49.2% | -15.8% | +65.1% | +56.9% |
| 1Y | +89.3% | -12.6% | +101.9% | +95.6% |
| 3Y | +274.4% | +48.2% | +226.1% | +197.2% |
| All | +274.4% | +50.8% | +223.6% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling