+149.6%
KRE vs TTWO
+1,523.0%
-1,373.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | -3.4% | -16.7% | +13.3% | +0.6% |
| 3M | +3.7% | -0.4% | +4.1% | +3.4% |
| 6M | +14.8% | -1.6% | +16.4% | +14.3% |
| YTD | +14.7% | -17.5% | +32.2% | +18.5% |
| 1Y | +16.0% | -14.8% | +30.8% | +18.7% |
| 3Y | +84.3% | +47.9% | +36.4% | +63.7% |
| 5Y | +30.9% | +34.5% | -3.6% | +15.7% |
| 10Y | +122.0% | +394.0% | -272.0% | +27.6% |
| All | +149.6% | +1,523.0% | -1,373.4% | -10.9% |
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