+33.6%
KO vs TTWO
-11.8%
+45.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.0% |
| 30D | +1.6% | -13.4% | +15.0% | +0.3% |
| 3M | +5.8% | +3.1% | +2.7% | +7.1% |
| 6M | +14.3% | +3.8% | +10.5% | +16.2% |
| YTD | +27.3% | -15.3% | +42.6% | +26.5% |
| All | +33.6% | -11.8% | +45.4% | +31.7% |
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