-10.8%
TTWO vs KEEL
+169.0%
-179.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | -8.8% | +7.8% | -16.6% | -9.0% |
| 30D | -8.6% | -11.7% | +3.1% | -8.4% |
| 3M | -0.9% | -41.5% | +40.6% | +0.8% |
| 6M | -0.5% | +54.9% | -55.4% | -4.3% |
| YTD | -16.1% | +47.7% | -63.8% | -19.5% |
| 1Y | -10.8% | +177.6% | -188.4% | -8.4% |
| All | -10.8% | +169.0% | -179.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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