+82.6%
KO vs TTWO
+39.3%
+43.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | +1.8% | -11.3% | +13.2% | +2.2% |
| 3M | +7.7% | +1.6% | +6.1% | +7.6% |
| 6M | +15.3% | +2.1% | +13.2% | +15.2% |
| YTD | +28.0% | -15.8% | +43.8% | +28.9% |
| 1Y | +34.3% | -12.6% | +46.9% | +34.9% |
| 3Y | +63.8% | +48.2% | +15.6% | +58.6% |
| All | +82.6% | +39.3% | +43.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling