+16,854.7%
KLAC vs TTWO
+5,817.5%
+11,037.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.8% |
| 7D | +2.5% | +1.3% | +1.1% | +2.1% |
| 30D | -11.5% | -13.4% | +1.9% | -8.6% |
| 3M | -16.9% | +3.1% | -20.0% | -18.1% |
| 6M | +22.2% | +3.8% | +18.5% | +19.8% |
| YTD | +46.4% | -15.3% | +61.6% | +50.5% |
| 1Y | +91.0% | -11.1% | +102.1% | +94.0% |
| 3Y | +264.6% | +52.0% | +212.6% | +223.3% |
| 5Y | +430.6% | +40.9% | +389.6% | +372.0% |
| 10Y | +2,889.3% | +407.6% | +2,481.7% | +1,896.4% |
| All | +16,854.7% | +5,817.5% | +11,037.2% | +5,110.8% |
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