+177.9%
KO vs TTWO
+410.0%
-232.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | +1.6% | -13.4% | +15.0% | +2.7% |
| 3M | +5.8% | +3.1% | +2.7% | +5.4% |
| 6M | +14.3% | +3.8% | +10.5% | +13.7% |
| YTD | +27.3% | -15.3% | +42.6% | +28.7% |
| 1Y | +33.2% | -11.1% | +44.3% | +33.9% |
| 3Y | +64.5% | +52.0% | +12.5% | +55.7% |
| 5Y | +83.1% | +40.9% | +42.2% | +71.9% |
| All | +177.9% | +410.0% | -232.1% | +131.8% |
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 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